Romance definitely exist between Krishna and Radha.
But my question is regarding other two couples -
Or Are their relationship platonic ?
Platonic relationship can exist between male and female.
The Love between Shiva and Shakti is mentioned in Siva purana and several other places
68-70. Śiva found place and pleasure only with Satī. He found no pleasure in sacrifices or the Vedas or penances. Day and night Satī stared into the face of Śiva and He, the great lord, stared into the face of Satī. Thus by their mutual association Kālī and Śiva nurtured the tree of love, sprinkling it with waters of emotion.