Mia is lesbian. She's not necessarily in the closet, but she's super guarded about sharing any information about herself, so most people don't know until it comes up.
Roxie is pan. She's pretty open about it if it comes up and used to having to explain it to people
Jun is nonbinary and aroace. The former is kind of a big thing for them because in-universe they got famous for a very gendered thing just as they were figuring out they're nonbinary. So they feel pressured to be closeted about that aspect of their identity because all heck would break loose if they revealed it to the public. People also make guesses about their orientation, and even though they're more open about that, they prefer not to give people the satisfaction of knowing. They're out about both of these things to a few close friends though. They're so tired of explaining that they printed pamphlets to do it for them.
Aiden is also nonbinary and aroace, finding out through Jun. Unlike them though, he doesn't really care who knows or who doesn't.
Angelo is presumably bi. Presumably because he hasn't really figured it out yet. His brother Leon came to the bi conclusion for him. Throughout his life, people have just kind of assumed he's gay, so he didn't really have the chance to be closeted about it, which led to ostracization from peers and certain family members. He knows he's not straight for sure, though, and despite everything, is happy about that. He could not see himself being like his brother and a real bone to pick with straight people's idea of romance.
Emil is gay. His dad and brother were not the best at handling the subject of gayness whenever it came up, so understandably, Emil closeted himself. He did come out to his mom and stepdad though, who were great about it, but he's not able to visit them much. This was already a difficult enough situation, but due to certain circumstances around his dad + growing up in a military environment, it really compounded the pressure to hide anything about himself that people would perceive as evidence of him being gay. He was prepared to keep this up forever if he had to, which really affected his outlook on life. Thankfully though, he's now out to his crew, including his brother, who is trying to make amends for the past.
Lorenzo is aroace. He kind of assumed that people were like him by default. Being a stickler for conformity, this led to him thinking that people can choose their orientation, which led to conflict between him and his brother Emil. The thing is, he's absolutely terrified at the idea of women flirting with him. His social skills aren't great to begin with, and flirting amplifies this. Emil seemed to like the attention, and girls really liked him, so Lorenzo tried to direct girls interested in him over to his brother. Emil did the exact same thing, thinking that Lorenzo was just shy and wanting him to be happy. Lorenzo figured out he might not be straight around the time that Jun came out to the rest of the crew. For now, he's the last crewmember to realize he isn't straight.