I love this OT3, especially since Obi has explicitly stated he both love Shirayuki AND Zen, and while Zen and Shirayuki doesn't explicitly state the same to Obi (in the same feeling, because Obi def say it in platonic AND Romantic tone), their action shown how much they return Obi's feeling.
I mean, look how much Zen always protect Obi position and speak about his importance to himself, and how Shirayuki also support Obi whenever someone push him down.
There's also how Zen and Shirayuki know how Obi is important to each other. Like, even without discussions, they know what the other want to about their knight. Shirayuki and Zen also doesn't hesitate to speak using the others view even thought they're usually always think it through about speaking from other point of view (in case it's not aligned, I like how they don't want to assume things about each other), but when it's about Obi and their dream, they never in doubt.
Obi might not be able to explicitly shown being romantically involbed with the two, but damn does I can see him being godfather to Shirayuki and Zen child and stay with them til they are old and grey