I think you're reading too much into it. It's not uncommon for siblings, even adult ones, to hold hands, especially in times of stress. Add to this that this particular pair had endured some pretty traumatic events, including the loss of parents, and its easy to see that they might be a bit closer still than your typical siblings.
As for exchanging glances, I don't think they carry any meaning other than a form of unspoken communication. Remember, these two have been orphaned for much of their lives, so its natural that they lean on each other for support.
Forgot to add the point that not only are these two siblings, they are twins, which adds a whole other layer to the point about unspoken communication.