Obviously Milla and Sasha are pretty into eachother, albiet secretly. There's the concept art where their arms are linked together and all their little adventures together. As an Office fan, I like to think of them certainly as a Jam, both are obviously crushing on one another, but they're both way to reserved to admit it.
Also, SashaMilla fanfiction is getting very old. It's a dead horse, EltonMilka plzkthx.