As of my last knowledge update in October 2021, there is no confirmed romantic relationship between Mount Lady and Kamui Woods in the "My Hero Academia" (Boku no Hero Academia) series. Their interactions in the manga and anime suggest a professional relationship as fellow heroes, but any romantic involvement has not been explicitly addressed or developed in the storyline.
It's worth checking the latest manga chapters or any updates from official sources to see if there have been any developments since then.
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