Oh my god, yes. I totally think they had a thing back in the day/millennium. Halfrek tries to get Anyanka to lighten up and smell the roses (”NOT THE CORPSES THIS TIME. JUST STOP. THESE ROSES ARE GORGEOUS, LOOK AT THEM.”).
Anyway, I’m pretty sure they were girlfriends, but work came between them…and then humanity did. But they always still cared for each other, and one of the biggest regrets of Anya’s life is losing Halfrek