Sex
Probably only in a threesome with Trieze. Hmm, seems pretty down and dirty to me.
Marraige Prospects
No way never in hell.
Hints
Not any that i can think of, i doubt that they even talk.
Overall
I dont think this would work without some influence from Treize. he would probably like it a lot if they had a threesome, and if zechs and wufei were really devoted, they just might do it.