Well, from what we see in the anime, Nezuko appears to have be bereft of human emotions. But she does seem to avoid Zenitsu’s advances. She views him as a “weird dandelion” which likely refers to his lighter color palette. Zenitsu does seem to have a flame orange color theme from head to toe to resemble the thunder breathing techniques he practices. (Spoiler alert!) When Nezuko eventually has her humanity restored, she remembers the days she was a demon. She also recalls Zenitsu gifting her flowers and caring for her affectionately. From the last chapter of Kimetsu no Yaiba, chapter 205, we get the idea that Nezuko and Zenitsu have married each other at some point in their lives.