Does ash love Gary

No but Red may have killed one of Blue's Pokemon in generation 1. During the battle in the SS. Anne Blue had a Raticate and when you meet him in the Pokemon graveyard/tower he says something along the lines of "Have you ever known what it's like to lose one of your Pokemon?" and he no longer has the Raticate

Though it is more likely that the Raticate died during the long tunnel just before it.