There's really not much in the show itself, other than Cersei making a comment in 7x07 about how Dany is Tyrion's sort of woman. Most of it's from the original S7 leaked script outlines, where it's more obvious (Bronn needling Tyrion about being in love with Dany, for example) and from Peter Dinklage's interviews: he said before S7 that Tyrion was smitten with Dany, and last fall he said that Tyrion is in love with Dany or thinks he is. I assume that D&D were giving him notes to play him that way; certainly it seemed that way in 6x10 when Dany names him Hand.
Back after S7, when there was that Tyrion betrayal/trial spoiler floating around, there was a lot of speculation that Tyrion's unrequited love for Dany and jealousy over Jon/Dany would be what led to his betrayal. (And to be fair, in the original outline, Tyrion fell in unrequited love with someone in love with Jon and this led to a "deadly rivalry," although it was Arya and not Dany, so it wasn't the craziest thing.) Of course, none of that ended up happening.
The weird thing is that Tyrion being in love with Dany really didn't change anything about how events unfolded in S8. He never openly disapproved of or interfered with her relationship with Jon (he even supported a marriage between them). He never disparaged or undermined Jon out of jealousy (even vouching for his courage before the skeptical Northern lords). There are other reasons to explain why Tyrion believed in and supported Dany for so long; sure, he stuck by her, but Varys did too until 8x04, and Varys wasn't in love with her. And then of course Sansa accuses Tyrion of being afraid of Dany in 8x04, and Tyrion doesn't deny it. So I'm not really sure what the point was, except perhaps as a nod to the books, where I expect Tyrion will fall in love with Dany as well.