Continuity mistake: After the fight with Destructor when Bender lies flatten to the ground, the wrestling manager appears with nothing in his hands. When it cuts he is suddenly holding a cigar.
Continuity mistake: When Bender get axed in the back Leela says he can't give up every time he gets axed and drilled through his face, while having both her hands placed on the ring's floor. When it cuts her left hand is off the floor.
Continuity mistake: Before Bender fight Destructor Leela reads from the script while holding it with both hands. When it cuts she holds the script with one hand and Bender's wand suddenly appears in her other hand. (00:15:45)
Continuity mistake: Destructor hits through the ring floor hitting Fnugg. When it cuts to Destructor falling on Bender the hole is gone. (00:19:35)
Continuity mistake: When Leela turns on the TV we see Bender standing on top of the globe. He stands on dry land with nothing but the ocean surrounding him. When it cuts extra land and islands in the ocean appears. (00:14:00)
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]