It's hard for me to pinpoint exactly who I felt closest to because it was really determined by my characters' personalities. But if I was choosing for me personally I'd say I felt closest to Cullen, Cass, Varric, Josie (after her personal quest), and possibly Bull. I really liked some of the other characters but never really got close to them friendship-wise. I would like to think that I'd be close with Dorian too bc I personally love his concept, but unfortunately I never had the chance to do any of his quests because of the bugs... I also really like Sera as a character, but I think our personalities would clash in rl. I like new Leli equally to old Leli, but as much as I could be friends with old Leli, that's how much I couldn't be with new Leli (that is to say a lot). I guess my point is I loved all the characters just in different ways (ie. love to hate). I have to admit I don't like any of them as much as DA:O and maybe even DA2 companions just because I felt like we only got to scrape the surface with learning about them.
On my only PT far enough to have seen a lot of the companion/advisor content, my Dalish warrior only really feels close to Cassandra (though that's partly because they're so much alike in some ways) and Dorian, and occasionally some friendly feeling from Varric, Iron Bull, Josephine, Cullen, or Sera. The romantic relationship with Solas is intense, though fairly spotty as a lot of people have commented. My Dalish mage is less close to Cassandra, cool with Solas, but much closer to Cullen (romancing him). with a side of Leliana thrown in. My Dwarven rogue has a completely different dynamic with the companions than the two Dalish, but she's barely as far as Skyhold.
I will raise that with..Sweet Blood of Andraste and a cold shower! 
That's a very apt way to put it! 
Well, Cole's not human so it's hard to say what his "mental" age is (other than DG's canonical statement). In fanfic I think it's okay to interpret him as a curious creature who's willing to experience something new with someone he's grown to love. Well, really, in fanfic, anything is okay 
Anyway, at the end of my game, I asked Cole if he had thought about falling in love the way humans did (including sex) and he said maybe, just not yet. It was quite cute 
It's actually something I've thought about. Being a spirit, his development seems a bit uneven compared to humans, mostly a lack of non-fade world experience, and my sense is that he's correct that he's not ready to try to understand that personally. But I like thinking about Cole a couple of years older with someone close to his presumed age who'd be very careful of his feelings.
Yeah to me personally, being my old fart 34 year old self
he is definitely a child. But like I said, I like school / teen romances (well I read manga, so nuff said). So I'd like to play / write a romance like that, but am I personally interested in a 17 year old (with the mind of perhaps someone younger), no lol
Btw I've been marathoning Star Trek: TNG and for some reason Commander Data has been reminding me of Cole. The same curiosity, desire to do good, natural naivety, but yet super powerful and capable of doing great damage. And the desire to be human. Fascinating...
Oh, good analogy! Though Cole is the opposite in one sense, he's all about emotion, it's the rest he has trouble with.