I never noticed anything about Gandalf's romantic interests when reading Tolkien's books, but there definitely were strong hints in the Peter Jackson LOTR movies and the following Hobbit trilogy that Gandalf had a puppy love crush on Galadriel. In fact, it almost seemed as if there might have been some rivalry from Saruman, too. I guess I can see what the movie was trying to do, but that aspect of their relationship did not work for me. If Macron has a crush on Merkel, I just don't want to know about it.