Look, if we're actually going to speculate about whether a girl is attracted to a guy in an anime, we're going to have to look past the outright declarations of interest.
Specifically, any interaction with a particular male WHATSOEVER should be taken as signs of possible attraction.
Euphemia chatting with Lelouch while sitting naked on the beach? Yeah, she wants him.
That conversation Milly has with him about her matchmaking? She's totally after his cock.
Cornelia's tense showdown with Zero at the hotel incident? Her capturing him would obviously lead to prison rape with a strap-on.
You have to keep an open mind with these things. Otherwise you'll always miss something, and you'll never have any fun.