They're a canon couple in Punisher: MAX v2. MAX isn't canon to the main universe, but they kiss on-panel and everything. IIRC Elektra is supposed to be Fisk's bodyguard/assassin but then betrays and murders him for Vanessa, who blames Fisk for the death of their son and also takes over all his shit.

(I actually hated that arc for unrelated reasons, but yeah, it did happen! IDK if it's occurred in other Elektra or Kingpin stories.)