https://youtu.be/WwXsIKSYAYY?si=vLn8iQ3qt_b74eZ1If you watch the episode, you can tell throughout it that they are closer than friends should be. Look at the body language, their handsiness on each other, openly holding hands, etc.
Scarlett and Shotzi are normalized to this, so it's clearly an open secret around the locker room.