Officially no, and neither ever really implied otherwise during Hide's lifetime.
Yoshiki's endless level of loving tribute to Hide suggests there was a loving or romantic element, but given Yoshiki's dramatic nature it's not unusual for him to act like that about pretty much everything. If we were to assume he had a relationship with Hide based only on his lyrics we would also be assuming that he had sexual feelings towards his father and was also interested in sadistic forms of sexual contact including rape and brutality.
I think it's a big no haha.
As to if Hide and Yoshiki were gay, Hide certainly wasn't as he was in several long term relationships with females. Some interviews suggested he may like men too, but you'd have to have a vivid imagination to draw the link merely from that *ahem fangirls*. As for Yoshiki, who knows? Every woman he has been linked with has been officially "just a friend" to him, he surrounds himself with American 20-something supermodels and is stupidly camp? Is he gay? I'd say it's likely he's tended towards it.
