Keef is gay 100% HOWEVER Zim is not into him at all bc he's a wimp.
Irken fight to court and so Zim is more interested in Dib since he has defeated him several times. He pushes down this fact as he's more focused on his mission and doesn't want to bring himself down to the worm-stink-filth-pig-human's level.
That's my headcanon anyway
((I have mixed feelings on ZADR))