Nami cared and worried for Sanji in Zou/WCI, you don't need to be a shipper to see. I'm not SaNa at all but no problem admitting it.
Although if anyone think this is actually a proof of Nami having feelings, then he/she never paid much attention to her character. Despite her "cold/bossy" image as, when it comes to actualy serious matters she always one of the first worry when a crewmate is in a bad situation.