If you think about it, Zahard's 3-eye symbol and FUG's symbol are very similar in design. So I believe Arlene is just wearing FUG earrings. Or Zahard could have given her his earrings during the climb. But I highly doubt it. Most likely, these are FUG earrings.
MangaHelpers
maverickframe_19
maverickframe_19
I hope you don't think Zahard and Arlene were lovers before and during the climb, but as she climbed higher, she began to love V more, which is one of the reasons Zahard is jealous.
arrowofsky
I would not really be surprised if V - Arlene love started later, as fandom wiki hinted at that:
That "hidden" word xD
Code:
As he climbed the Tower, he fell in love with another hidden Irregular, Arlen Grace, and began a relationship with her once they had confirmed their love for each other.