Continuity mistake: In the shot where the note from Leela's file gets ripped off, note the small tear on the note. Then in a later shot when Fry is showing the Professor the note the small tear has disappeared but then later on the small tear is back again.
Continuity mistake: The hammer on Leela's blaster changes from smoothly curved to angular.
Continuity mistake: As Bender is stomping to stuff the whale down the sewer, when the rope gets to the pavement, the top where the cover is tied suddenly jumps from the level of Bender's head to below the spot where his legs and body meet.
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]