In the Umbrella Academy comics, Vanya's character is indeed gay. This aspect of her identity is an important part of the story and character development.
Perhaps she meets a young artist who is also running from their past. They bond over their shared sense of being outsiders. The artist could inspire Vanya to use her powers in a more creative way, like creating beautiful music and light shows with her powers.
The Sparrow Academy is not a part of the original comic storyline. The TV show introduced this element to add new twists and developments to the story.