Maybe it's just wishful thinking, but I'd like to think that what Shiemi's saying on those two pages isn't solidifying her with Rin, but...
She just plain really likes Rin as a person.
And let me just say, the 'thank you' is on the same panel as Yukio's face. And that has to mean something. Everything always means something.
So that could mean she's saying 'thank you' for allowing her to dance with Yukio, and for making Yukio take the time out to dance, because she'd been worried about him.
'Thank you for remembering why I wanted to dance in the first place', I suppose.
Another thing is their placement in the next page.
Now, here? Rin has fallen over. He's not holding either of the others' hands. Meanwhile, Shiemi and Yukio are still holding hands, while reaching out to help Rin up again.
That's where the words 'I really like you' can be seen at the top of the page.
Not when it's focusing on any one particular person, but when all three are in view, when the 'narrator', as she is being at that point since her thoughts are being seen, is looking at everyone.
Maybe it is wishful thinking, and maybe the official translation has it worded differently. I don't know, because I haven't been able to get it yet. But it's just a few thoughts on the matter, since Kato said to look at volume 11 - and the chapter with this specific scene just at the end of that volume.
Tellingly, it's also the same chapter which has Rin telling Izumo 'You're always helping me out! I'll return the favour someday!' and they part while fireworks are going off.