I have read that Haakon and Märtha Louise were/are very close. I’ve seen a lot of pictures of them as children in royal biographies, and they seem to have spent a lot of time together and always appear to be enjoying each other’s company. I think they had one of the most “normal” upbringings of the current generation of heirs – since Harald did not become King until they were 20 and 18, their parents were able to spend a lot more time with them as children. They seem to have been quite a normal family, and there aren’t any stories that I’m aware of of Haakon or Märtha Louise complaining about their parents leaving them with nannies etc., the way we have with Victoria and Frederik. From everything I’ve read both Haakon and Märtha have good relationships with both their parents today. (Although I don’t think Harald and Sonja are very much amused by Märtha’s angel school and books.)
As far as what you’ve noticed with family pictures, I think that’s more just a reflection of Harald’s personality than an indication that Sonja was closer to the children than he was. I think he’s a very shy person and not particularly expressive, so I don’t think he’s the sort of guy who does anything that would draw attention to himself in photos or when there’s a camera around. I think Sonja almost always seems more animated in any photo.
As far as Ari Behn, I have read a couple of articles/interviews where Ari talks about how well he gets along with Sonja, how wonderful she is, how well she understands him, and so on. I personally find it a little hard to believe, just because Ari seems so, well, odd, and he doesn’t seem to me like someone Harald and Sonja would be all that crazy about. However, I’m personally not all that crazy about Ari, so I may be projecting my own feelings onto them.
I think Harald and Olav were relatively close and had a good relationship. Harald’s mother died when he was 17, so there was a vast amount of time when they were the only major royals and did a lot of work together. However, the child who was closest to Olav wasn’t Harald, it was his sister Astrid. Harald had been closer to his mother.