AH :
XL kissed XY's forehead in chapter 35 when she was conscious. There are other situations where XY sits in XL's lap, lies on top of him, or wraps her body around him when she is conscious, but you're right that it's not exactly an "embrace".
Yes, there is one scene in chapter 6 where CX feels those sensations when XL is biting her and there are two other bites with similar descriptions later in the novel.
Yes, the scene where XL meets XY at the top of a tree in chapter 4. XY looks up at the full moon when XL bites her, instead of closing her eyes that time. She makes a sarcastic comment about him having multiple stomachs after he takes a while.
Umm...yes there is a cool wind kissing in chapter 35. But she had no idea about it . I do not take it as "conscious" . And yep I think XY hug FFB. But then Im not sure about romance. So yep.
In chapter 35..
Because she just cried, Xiao Yao’s eyes were extraordinarily clear and bright. Xiang Liu could clearly see himself reflected in her eyes so he covered her eyes with his hand “I’m off!”
Xiao Yao felt a soft coolness brush over her forehead, a brief touch that immediately vanished. Xiao Yao clasped her forehead in shock and opened her eyes to see the room was already empty before her.
Mistaken illusion! It was a mistaken illusion!