None that have been formally/officially outed as of yet, but fandom tends to speculate or assume that most of them (and most immortals in general) are.
Eros/Starfox HAS been at least implied to be bisexual. He's not one of the Earth-based Eternals, but rather one of their Titan-based cousins--but he IS a character who is rumoured to be in the movie based on previously leaked casting info.
Makkari has been speculated to be gay or bi before, partly due to his close friendship with Quasar (Wendell) back in the original QUASAR series. The two of them were mistaken for a couple once.
Gilgamesh has also sometimes been speculated to be gay, largely due to his close friendship with Ekindu in mythology....plus he's never had a female love interest or really displayed much interest in women in his (relatively few) comics appearances.