I'm pretty sure there's a scene in Maguire's book where the lesbian implication is pretty much direct. I remember a scene where Elphaba and Glinda share a bed and while nothing sexual happens in it, it's clear for Glinda at least this is a very significant moment in her lfie that she remembers later on.
Considering how different the book is from the musical (having seen both I'm pretty sure the show is an adaptation of Maguire's book in name only) I'm honestly surprised the writers didn't go further than they did. Then again the adaptation was pretty far as it is. (For the record I liked Maguire's book and the series that followed infinitely better than the musical and was disappointed because of the looseness of the adaptation.)