The Farnsworth Paradox - S5-E10
Continuity mistake: In the very beginning scene, where Fry and Leela are talking, there is an explosion. When some ceiling falls down there is one big bit and three small bits next to Leela's foot but then a few seconds later there is one big bit and a few small bits all in different places. (00:00:40)
The Farnsworth Paradox - S5-E10
Continuity mistake: When Fry first takes the tangled Christmas lights out of the fake box, they are all red and blue. However, when the shot cuts outward to get a wider view, many of the lights have turned green.
The Farnsworth Paradox - S5-E10
Continuity mistake: Just as Hermes A is about to shoot the box into the sun, all the crew (A and B) shoot out into the airlock. However, Hermes B doesn't come out of the box and just appears in the pile. This is confirmed in the commentary.
The Farnsworth Paradox - S5-E10
Continuity mistake: When Leela looks in the box, the wall behind her is red, then blue when it cuts back, then red again, and finally blue as she enters the other universe. (00:05:10)
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]