Rachel and Lanyon do have a bit of a shared history that, unfortunately, will probably not get a lot of attention in the current draft of the comic. They know each other through Henry and are basically just Good Good Gossip Pals. Lanyon would pop down to the kitchens (in Jekyll's house--this was before the Society) for tea and to catch up on the hot goss from London's servant's quarters.
Two notes that float eternally over my Overall Notes page for TGS are "Scenes to develop Lanyon/Rachel relationship???" and "Scenes to develop Jekyll/Rachel relationship???" Both are important relationships in Rachel's life, but it's hard to bring them to life in any meaningful way because there's really not much of an arc to them. In both cases, the relationships start off as "they're friends" and ends with "maybe they yelled at each other a bit, but then they got over it". It's regrettable, but in a story like this, it's hard to justify taking away too much screen time from the mad scientists.