Continuity mistake: When Leela is found on the door step she has a bracelet on her wrist but in the next shot it is gone.
Continuity mistake: When Fry (Captain Yesterday) is falling after the gem, the clock is at 10:05. When he lands and we see the clock, it's 10:35.
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]