No. I don't think Konan even feels for him that way, it's more like high respect.
Konan's reason for joining the Akatsuki was love. Not love for Nagato but love for Yahiko.
Spoiler
Nagato's deva path was Yahiko's body and Konan loved Yahiko.
It becomes a bit more clear in Manga chapters:
551, pages 08
511, pages 11 and 12.
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