I touched on it before but Lesley has quite a nebulous concept of feelings/relationships, he pretty much had only one "friend" most of his childhood and what happened with his father left him quite divorced from his self, which made building new relationships complicated.

For Elov, he feels strong empathy and some kind of fucked up possessiveness on his right to be the one to put an end to his perceived suffering. Is this love ? Is this friendship ?? Who knows, it's very strong and very confused, even more after Elov came onto him hard and added sex to the mix, a first for him and definitely something that latched onto his craving for touch. Now he's unsure if Elov does want to die and on top of that he knows he'll lose this physical attention if he does kill him, but at the same time if anyone has to do it he wants to be the one.

I do see what you mean about seeing him maybe having feelings for Wallace. I think in a way despite their relationship starting with Lesley hating Wallace the fact that it didn't start on a basis of befriending him only to "liberate" him helped a more organic relationship to bloom (even though Wallace gets pretty suicidal after his little reunion with Elov, since Elov specifically told Lesley not to kill him this keeps Lesley from starting to think of it as needing to free Wallace from this suffering, if anything at first he sees it as payback for what he did to Elov. His anger put a lid on his empathy). Wallace definitely does develop some romantic feelings for Lesley as time goes, he grows fond of the guy and I think this genuine appreciation does bleed through in Lesley's own feelings for Wallace.

I realize it's a bit like. Elov and Lesley's bond is based on their worst toxic feelings, feeding Elov's love of the thrill and Lesley's hunger for affection. Wallace and Lesley's has organically grown by getting to know each other despite a more than rocky start. In both situations they do have some sort of feelings involved, but it's very different.