Rei is not gay.
Rei is no different than Stellar when it comes to Neo. (And Neo seems like the noble type of person who won't have sex with minors). She is just programmed, and I think Shinn will break that programming.
Now yes, Rei does act weird towards Dullindial because he's been programmed to. You don't see Rei acting like that around anyone else, do you? I think Rei's programming will be broken by Lumnaiaria. Or... he'll get killed defending Dullindial, who, I'm convinced, is evil.