Az + Gwyn Are Not Mates
Let's compare his actions and reactions when Gwyn and Elain are in trouble.
ACOWAR: After rescuing Elain from Hybern's camp even though he's seriously injured he won't put her down. Eventually Rhys takes her from him.
ACOSF: Gwyn remembers when Azriel saved her and hands her off to Mor. He stays to kill the men who attacked the priestesses.
ACOWAR: Azriel is going after Elain, even when Nesta says he will face death.
ACOSF: Cassian wants to go after Nesta even if it's illegal and means death, whereas Azriel is able to refocus on the other problem at hand.
ACOSF: Cassian talks about Rhys being an asshole and using his dominance to "force" Cassian to answer his question about why it's illegal to get Nesta from the Rite.
ACOSF POV: Strong parallels to Rhys telling Azriel to stand down from Elain and Az pushing back. This is where Az pushes back on Rhys, not when Gwyn is in the Rite.
At the very least, this seems like evidence that Az and Gwyn are not mates.