every time I see gifs of any hockey players being weirdly affectionate with each other, I can’t help but think: “I can’t wait till the first one comes out.” and “How many of them are currently in a closet? How many fan-fiction-level dramas are there going on under our noses??”
It's too bad we can't see Caroline's face in the dancing photo, but Klaus definitely looks like he's enjoying himself. And, given her body language, Caroline doesn't look to be on her guard or tense (though that could just be 'cause of proper posture for dancing) (then again, neither of her hands are tense or stiff - perfect indicators of fear or stress). So whatever they are talking about, I think it's on something that wouldn't remind Caroline that they're enemies, that Klaus should be feared.