Love?
Here I'll just briefly present some evidence which either discredits or supports the possibility of them loving each other. In Chidori's case as it's a known fact that she loves Yuuhi there isn't much I can really say [though i'll say it anyway]. Also, as I have yet to read 'Episodes of' [due mostly to my weak Japanese skills.] so I'm very vague concerning the return of her 'daughter' and hence do not quite know what the conclusion is. I'll be updating as soon as I know. T.T;;
In the case of Chidori... When Chidori is first introduced she makes her advances very clear. So clear that even a dolt like Yuuhi managed to pick up on them, however he pushes her away because a) he can't see her as anything but an elementary student and b) he's in love with Aya. Later on Chidori's feelings become less apparent as she tries to push Yuuhi and Aya together. However reasonings for this are shown above, Chidori loved them both, viewed Tooya as being unsuitable for Aya, and hence wished them both to be happy together.
'I do so understand love...'
Yuuhi though takes this to mean that Chidori's feelings change or perhaps even forgets about them [most likely thought she was joking]. Because, well...he's an idiot, and is somewhat overzealous when it comes to wanting Aya. When Aya encourages Chidori to tell him, she gets flustered and reacts by hanging up on her. With Aya and Tooya living happily elsewhere Chidori has no reason to hide her feelings and is yet unprepared for what that might mean for her and Yuuhi. This contrasts greatly with how upfront she was about her feelings in the beginning of the series. Perhaps this is the greatest evidence we have that Chidori's feelings had evolved far past that of a simple 'crush'.
Towards the end of the series her grandparents are killed by the Mikage and her younger brother is taken captive. Thus she is forced to go with them and assent to their experiments. She is very happy though when Yuuhi comes to rescue her and finally seems as though she is ready to admit her feelings.
'I'm glad...you came to save me...even though it's just me, Yuuhi'
Yuuhi replies that of course he would come to save her, and that they'd back in no time. The two have a brief, blissful moment where Chidori is hugging Yuuhi when she spies a guard coming around the corner. She pushes him out of the way and takes the bullet herself. Yuuhi cries at her to wake up and then spies all the blood on his hand. He stares at her face and then turns the gun on the guard blowing off his kneecap. He goes into kill [in the anime this scene is much more emotional, the guard is also crying as Yuuhi presses the gun to his forehead] however Chidori yells at him to stop, saying he wasn't that sort of person. Even in her final moments of life Chidori is thinking only of her beloved and her wish for his hands to be unstained.
The two are making their way back and Yuuhi is telling Chidori that she and Shouta should come and live with them, and that Tooya and Aya would also be staying. Chidori says she wanted to eat Yuuhi's cooking, anything that Yuuhi liked to eat. And then finally:
'say...yuuhi...you didn't know, did you...that i've been...about you, that is...for a long time'
His eyes widen when it dawns on him what she was going to say, however before she can finish it she passes on, a smile on her face. This to me was the most crushing scene in the entire series: not only had my favourite character passed on, but she hadn't managed to get the words out. However we see for sure that Chidori did love Yuuhi more then anything, and even as a ghost she still manages to appear once more in front of him, protecting him with her power before continuing on to the heavens.
In the case of Yuuhi... Yuuhi's feelings for the girl are less obvious, everything is basically left open to interpretation. Certain things such as how they act around each other and his obvious attraction to her tennyo form. Here are a few interpretations of my own.
1) He is horrified when he finds out she's been taken captive, in the anime he tries to call her in his disbelief.
2) He goes to save her, despite the fact that Tooya seemed quite capable on his own [he did, after all, break Aki out without much of a problem...before Aki turned psycho and stabbed him that is].
3) When Chidori hugs him he doesn't push her away, in the anime he says 'oi oi' playfully which she sort of...giggles at.
4) He is so shocked when she gets shot; the only way he can react for a few moments is just to stare at her, his heart broken. In contrast with Aya where he just screams? In fact, he sort of reacts worse to Chidori's death in general then to Aya's. [When I say Aya's death I mean when Shiso stabs her and it's obvious she's going to die but is saved by the hagaromo because she's the main character and can't die blah blah].
5) He wants her to finish what she was going to say. Not just 'don't die' it was 'finish what you were doing to say'. Most likely he's just in such an emotional state he doesn't want to accept that she's dead, hence trying to talk to her and get an answer from her. There is always the possibility though that he really wants to hear what she says, and reply with his own feelings.
6) He can barely handle it after she's dead. So much so that he can't even bring himself to help Aya, and has to ask Shuro to talk to her. Shuro should have been suffering just as much as she and Chidori had both been very close. But Shuro and Chidori were friends not lovers, which is how Yuuhi acts when Chidori dies.