I'd analyse things as such, as much objectively as I can be :
Kaname was Yuuki saviour, so he s a hero in her eyes since she was a child; he protected her etc etc. How could you not love someone like this? But true love is not made by admiration. It"s more something that disturb you, question you, make you feel lost, act strange etc etc etc. And this is the kind of feeling Yuuki has (seems to have) towards Zero. Of course I agree, the two of them , Zero and Yuki, are in a denial towards each other, but it is what makes the story go on. At which point they will realise it? Accept it? At the end they hurt each other (all lovers do) but they also always protect each other until the end; they worry about each other. Yuuki was ready to become a Vampire/level E for Zero, to share the same destiny than Zero (what is this if not love? pure one?). She hasitated when Kaname proposed to make her a vampire.... I would say that inconsciously Yuki is very much more attached to Zero than what she realises by herself for now. And I will add that kaname for sure would do anything for Yuki, but he's also hiding many things; one feels that yuki in the end risks to be caught in his chess game (what will happen? who will be sacrified?). The chess game is clearly far more important to him (probabily linked to his memories / uncomplished duty, and to sad past of his previous love sacrifice. He will goes on, ever if Yuki doesn't agree or share his methods; he doesn't ask for her advice, so at the end he s not in a real "let share our life" mood. He remains himself knowing that yuki will oppose him in case.... He doesn't share with her. Zero, seems to do whatever he wants, but he will always end up in protecting Yuki. He hides his feelings because he feels guilty, played by the destiny, turned into a vampire hating wampires....he s played by the destiny, kaname controls it (and everybody; when they don't like it, they can die).... Kaname could have killed Rido when he was a reborn young child.... he didn t. He let things happen and then appear as the saviour; but is he composing with what he would have liked to do and he didn't, because he wants to see how far things can go?... Yuki has a pure heart, the real pure one; there are things she would do differently, and things would not be so violent perhaps. I think Kaname knows, and loves her for that. He has a darker side than it appears in the comment exchanges so far.... He knows that too, I believe. And as he loves Yuki in any case, for real, for what she is that he is not (as his first love), he will be happy in any case at the end, letting her fly, whatever the end is (I do find so Zero and Yuki far more interesting, they don't know where they go, they build, fight for their destiny; they don't try to control others, even if for good). I d say they still didn t have their chance. I love Kaname character too, very much, it is a complex one, but I do thing the story is already written in his mind. That makes him the director of a play, we go back to the chess game, I don t like that very much.
In any case, I can't be in M. Hino mind, so let wait and see what she plans. Great manga, let hope to have real action soon: power love and peace, at the end, not a sad one.
PS : I do think Yuki is in pain because she thinks Zero hates her now that she s a vampire, as she knows he hates them and she understands why (he suffered a lot) she thinks there is no way for them to be back together as before. But who knows? (and he still loves her so much is so obvious, so cute in his pride! a true man)