Yes, they have been close, comforting each other after Gabby left, and both were aware of their growing feelings for the other person, but they never acted on it.
Violet receives a mysterious note that sends her and Brett on a hunt for the person who wrote it.
Also, Gallo and Mackey discuss their romantic encounter.
No formal comment was issued following the conclusion of his final show, although he may return in the future, just as Monica Raymund did following her departure.