They're not a couple. They are friends. I live with another dude. We pay 400 dollars each to rent an apartment close to our university. And I assure you we're not a couple.

Wendy and Chelia have always been stated to be friends. Also, one of the last chapters has disclosed and confirmed that Wendy has never done anything sexual with another human being (chapter 508). It's a confirmation, Wendy and Chelia are just friends and did nothing sexual (not even a kiss) during that year.

There are just 2 hints that may lead into thinking they're a couple:

1. That they lived together for 1 year. As I said before they didn't do anything.

2. The famous quote: "Don't cry, Wendy... Even if I don't have my magic, at least I'm still alive... And love is way stronger than anything magic could offer."

It is exactly how it sounds. Wendy was going to die and Sherry saves her, but she loses her magic. The "love is way stronger" can be interpreted many ways, and most aren't yuri related. Since the beginning of the series everyone says love is the strongest force and it's usually not related to love affairs. Ultear sacrifives herself, Lucy almost dies a few times trying to protect Wendy...
protecting each other is something Fairy Tail does with everyone of their members regardless of gender. Wendy joined Lamia Scale because Fairy Tail was disbanded and has been part of that Guild for a whole year, more time that what she has spent beeing a fairy tail member.

In the future the author may change that if he wants but so far they are  friends.