Towards the end, Jacky asked Diederik "So you're not gay??"
And he seemed surprised. What made Jacky think Diederik was gay?
Was there something going on between the two of them? It seemed like they kinda exchanged longing glances when they first reunited...
You're misremembering.
Diederik gives Jacky a big bear hug because of their reuniting bond after having been separated for 20 years due to Jacky's childhood trauma. After the hug, which is quite an embrace, Jacky says "You're not a fag, are you?" To which Diederik lies and claims that of course he isn't (despite the audience's awareness of his interest in Antony) to try and save face with his friend since they're finally together again and he's trying to help him out.