OK,so Chris and Gail are a couple right? but how come it felt like there was something between paloma and Gail in episode 6 season 2(2x06)?

Because there was.

I don't think their feelings for each other are romantic (yet), I think they más care about each other in brother/sister way. They live together and they go through police training together, so they know and understand each other really well. Plus, being rookies together brings people together, makes them close, because they're always looking out for one another. It would be hard to go through all that and not care about your team mates. Dov and Gail have come to care about each other in the time they've known each other.

Their feelings could turn romantic, though. It's not as though tu fecha one person and you're with them forever. Break-ups happen. And tu can have feelings for someone else while in a relationship. Maybe Gail has a little crush on him. *shrugs*