There is currently no planned sequel for Fate Stay Night of
2006, other than Unlimited Blade Works.
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Yes, each of the Fate Stay Nights have a romance. UBW has a
romance with Shirou and Rin.
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At the moment it is still unknown, but there is the Unlimited
Blade Works movie. There is still the sequel to Fate/Stay Night,
Fate/Hollow Ataraxia, so there is a possibility that it may be made
into an anime adaption.