Yeah she said it last season or 2 seasons ago (can't remember) they were in an argument and Candace said once they go home he's never contacted her, not a phone call or anything. Yet he is supposedly so in love with her and everyone is shipping it.
The whole "codi loves Candace" is just a storyline the producers are trying to push because none of the cast ever seems to really interact with Candace on a deeper level. She's kind of like an outsider to everyone. Jeremiah has Gus, Kirk has Codi, Nilsa and Aimee stick together, and Kourtney mostly hangs out with Gus and Jeremiah. They talk to Candace but no one shows the same love for her that they do for each other. But they can't just get rid of the only black girl on the show so to give her more relevance and screen time they're pushing this Codi "loves her" thing.