Okay, I said I would do this ages ago and I finally have the time. This will be a thread full of pics from the tie-in books & comics for VLD, showing that at the very least the writers & editors for them picked up on the Sheith vibes presented in the early seasons.

These are the books I have to draw from: the first two trade paperbacks of comics, three of the early readers about a character, four of the kids' chapter books, the Paladin Handbook and the Voltron Coalition Handbook.

On the one hand, you see a lot of layouts where the characters mimic their positions once Voltron is formed, like the title spread in Vol. 1 of the comics. But inside, with panels showing the group they tend to put Shiro & Keith side by side, often apart from the others.

Like here, you have a defined space between SK and the others in the first shot and Coran divides the team into SK and the Garrison trio in the second.

The writers also weren't afraid of double meanings. In the first shot, Keith could be talking about Coran or Shiro when he threatens the alien. In the second shot, the "Split it open" line got some mileage for potential smutty interpretation at the time.

Speaking of coming to each other's defense, note in that lower panel how Shiro and Keith are back to back as a situation is about to go south:

Please tell me if there is any reason for Shiro and Keith to be sitting that close together.

Again, group shots tend to have Shiro and Keith next to one another in the same half of the panel:

Pidge had to fight the rest of the team when they were under mind control. Even while possessed, Shiro and Keith teamed up instead of attacking separately.

The second comic series had a lot of threads focusing on characters rather than a team story. But when (dual-wielding!) Keith was attacked and everyone else came to help him, only one person looked absolutely livid over the situation...

The mini-biographies, like "Shiro's Story" would echo the character relationships the same way the comics did. This illustration has three distinct groups: the Garrison trio, Shiro & Keith, and the Alteans.

These stories made it clear that Shiro and Keith are friends, not brothers (sorry, antis, you're wrong). And then they'd include illustrations like the second one, where Keith is most definitely not looking at Shiro like a friend:

In "Pidge's Story", again, Keith is Shiro's friend. And in "Keith's Story", we get glimpses of that devotion Keith has for Shiro - "I couldn't let that happen" referring to the Garrison keeping Shiro prisoner - as well as more illustrations with very affectionate expressions.

There's also plenty going on in the chapter books that recap specific episodes. For S1E01, Keith is apparently strong enough to carry Shiro alone.
He also had to be reminded who Lance was.

The S1E11 book includes Shiro saving Keith. S1 was supposed to be a mini-version of the series, in case they didn't get renewed. S8 should have had Shiro saving Keith again (among other things) and yes, I will die on this hill.

And boy, the "Blade of Marmora" book doesn't hold back. This whole exchange is ramped up, including the fact that Shiro would not demand that Keith return the knife, Shiro's desperation to save Keith, and the famous "Nothing was worth Shiro's pain" line as Keith offers the blade.

The Paladin Handbook has (1) the closest we get to canon ages, making Keith & Shiro both legal adults, (2) the birthdays, which make Shiro & Keith soulmates according to the Zodiac, & (3) little bits like these, with Shiro & Keith putting their support for the other in writing.

So whatever the source material was as far as establishing the characters for these tie-ins - a series "bible", the first 2 seasons, production notes - there's a clear pattern in the comics/books that shows Sheith in a very close friendship that is open to becoming romantic.