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To try and approach the subject seriously. I think the multiple author's intent in both XY and OS was very clearly that Misty and Serena both like Ash.
Either that or Shudo accidentally channels romcom writers at a constant rate.
May is a liiittle more complicated but I think she absolutely isn't attracted to Ash.
Despite the fact that they were arguing seconds before, their response to other people assuming they're in love was more "are you hearing this nonsense??". More like something unbelievable to them than something they're embarrassed about.
Dawn is kind of hard to place but she seems more bewildered by the thought then embarrassed by it.
Iris is also hard to place because she rarely shows any sign of her opinion on Ash other than trolling him but that might just be it.