Continuity mistake: When Lucy Lui shines the projector at the evil Lucy Lui you can see the movie running. How is that possible if the projector is not pointed at the screen?
Character mistake: Lucy Liu-bot says Fry's name normally, but uses an automaton voice for "Can eat more", when she has always used Fry's name as a Text-to-speech type of automaton voice. (00:07:45)
Continuity mistake: When Fry and Lucy Liu-bot are in Dinkin Donuts, Fry has a jam doughnut with a bite taken out of it. Fry and Lucy Liu-bot talk and Lucy Liu-bot explains about her personality and it cuts back to Fry, who has a complete jam doughnut and takes a bite out of it. (00:08:00)
Answer: Yes Leela knew from early on that Fry had feelings for her. They were pretending to be a couple in 'A Flight to Remember' from season 1 and Fry tried to get on dates with Leela ever since. She just didn't show signs of the feelings maybe being mutual before some of the later episodes.
Andreas[DK]