Actual screenshots, yes. As someone who has watched this movie over and over, I can vouch for the very sweet and romantic naked pash. :)

I rather get the impression that the director was tired with people denying the obvious, and decided to make everything very clear for the movie.

So now they just say, "oh, *movie* Anthy and Utena may be in love, but there's no way TV Anthy and Utena are lesbians or anything horrible like that..." ::sigh:: Most of the offcial artwork for the show is Anthy and Utena in a series of romantic poses, but they ignore that, too.