Intertwined has a bunch of hidden paths that don't trigger unless certain events are completed. You may have spoken to him in the dorm, but if the triggers were not met it would not trigger the specific branch to get his devotion point.
For the fate devotion point you need to already have obtained the point prior in the prologue which will trigger the scene. Afterwards you have to confront him and then ask about the future.
Well first and foremost you need to make sure that you have NSFW turned on. Make sure the text in the options is lit up. If it is not, the devotion system does not work properly.
2nd. The hint is you think Yukine looks fine as he is. You will understand what that means if you decide to talk with Yukine.
Oh this devotion point is a pain in the butt to get because Yukine is the hardest character to actually get with.
Its during your talk with Yukine after the team leaves the mall. You need to select the following:
How are you able to keep calm in these situations?
Is that why you're so.... emotionless?
Here I thought you were almost naked to show off."
After that point choose the option about sheaths and go from there it's pretty self-explanatory. Yukine's route is designed to be hard as you will learn later on while playing.