Continuity mistake: When Fry and Leela dig out Santa there are cracks in the ice around him which disappear when they lift him up.
Continuity mistake: At the court, Bender is shot in the back by the Professor leaving multiple holes but later when he is talking to the little girl all the holes have gone.
Continuity mistake: When Bender and Santa are destroying New New York, we see an outside shot of Planet Express with the Professor's titanium shutters covering the entire building. But when we see everyone huddling on the couch, you can see out all the windows. (00:19:35)
Continuity mistake: The elves' hats fix themselves in the shot looking from behind the sack towards Robot Santa, then become ripped again as they run off. (00:05:45)
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]