So I have been trying to write a character that is oblivious to romantic advances because they mistake them for normal, platonic reactions. I know how they act in my mind, but I can't convey it enough to readers. A little background; The love interest is a stubborn nihilist. They don't not like romance, but they are just disinterested in it because they are focused more on their career. The reason behind their focus on their job is because they are about to be let go unless they can come up with a way to save it. The main character doesn't solve the love interest's problem, but helps them relax every now and then, making them more able to focus on their task.
One of the best examples I know for this is in both the book and movie of Remains of the Day. The emotionally repressed main character is in love with his coworker, but never admits it, either to himself or to her. There's a wonderful scene where he drops and shatters a prized, vintage bottle of wine --completely out of character for him --on the day he learns she is leaving, yet never connects the two events.
This is a good strategy. Have the character show many of the characteristic signs of romance, yet refuse to admit to them. If you want to make it explicit, you could even have a conversation like "it's so great we can be so close and intimate and still be just friends." That may seem crude and hamfisted, but conversations like that do happen all the time in real life.
It's not clear to me which character is oblivious, the viewpoint character or the love interest (or both). It's easier to show this with the viewpoint character, because you can color their perceptions and reactions. If it's the other character, you might just need to focus in on the viewpoint character's frustrations with being stuck in the "friend zone."
One thing you can try would be to write out a possible argument or scene with a bit of tension surrounding the disinterest in romance.
For example, say it's valentines day and the love interest brushes off your MCs attempt to have a romantic dinner. Being able to show (don't tell) the hurt that character is feeling and the other not seeing anything wrong with the situation will highlight the imbalance with their perspectives.
Even if you don't use this in your finalized piece, it may be enough background for you to sprinkle in details of tension (doesn't necessarily need to be a full on argument) that arise from the situation.
Hope this helps.