Will Nathan and Audrey get to it and be a real couple or is Nathan that slow and insecure?

I think they might have something in season 2 maybe, after watching the season finale

Nathan is insecure, however most shows try to keep with the "sextual tention" as long as possible to keep us all on the edge of our seats, so Leab, just wait and sooner or later they will have to get them to make up their minds and be together or apart.
PS-If they get together it could be bumpy leading to madami suspence and DRAMA.

Personally. I like them as just mga kaibigan just fine.

Well, I am kinda hoping they do become a real couple finally.

If you're still watching the show, it's obvious that Nathan is in pag-ibig with Audrey (both the Chief and Duke have sinabi it, and Nathan has indirectly confirmed it). Haven is a subtle show, but you can see their mutual feelings in the way they look at each other, trust each other, and the way Nathan always wants to protect Audrey (even getting the tattoo to potentially kill Duke).

So far, it's not Nathan's insecurities that are getting in the way of them having a relationship. Audrey kissed him, and he asked her to dinner--but their petsa was ruined sa pamamagitan ng her abduction. Now, while Nathan seems clearly ready to declare himself (in his shy, sweet Nathan way), it's Audrey who's hesitant. She's found out that she might be forced to leave Haven in just two months (because of "the Hunter"), and doesn't want to start a relationship with Nathan only to hurt him in the end.