There are EU characters that might be interpreted as being gay.
Hell, there are EU characters that are out-and-out gay:
http://starwars.wikia.com/wiki/Juhani
http://starwars.wikia.com/wiki/Goran_Beviin
http://starwars.wikia.com/wiki/Medrit_Vasur
Even the nuEU has gotten into the act: