Its not sure whether he does love Oz in that way, but its more of an love of not leaving his master alone. Gilbert felt bad that he couldn't save Jack, but he was given another chance to protect someone who he cares about.
Its really more of an fan thing. You can say that Gilbert is in love with Oz, but it will probably never going to happen in the manga in which Gil will say that he really does.
So no, Gil is not in love with Oz. You can say he is if you want.