Zero claims that in volume 10 of Vampire Knight, he will kill
Yuuki, the next time the two meet, but during the soree` in volume
11, he doesn't threaten her. He can't kill her, without a reason,
and until then no he won't.
But I think Zero still loves Yuuki, but can't express, or accept
her since she is a level A (which is a pureblood). But when Zero
visits his family's graves, and Yuuki is attacked by that
pureblooded child, he comes to her aid, and almost allows her to
bite him.