Kanye West and Julia Fox Pose with Madonna, Antonio Brown and Floyd Mayweather at Dinner Before Altercation

Julia Fox and Kanye West took a break from their New York City dates to spend time with a group of the rapper's famous friends in Los Angeles.

West, 44, and Fox, 31, were pictured in a video posted to Instagram by Evan Ross early Thursday morning. In the black-and-white clip, the Drake song "Come Thru" plays in the background while the group — which includes Madonna, Floyd Mayweather, Antonio Brown and others — reclines on a couch in a private room at celebrity hotspot Delilah.

"They all had dinner in the private dining room. They came separately but just ended up having dinner together," a source tells PEOPLE. "Kanye and Julia wouldn't leave each other's sides."

West and Fox are seen lounging on the end of the couch, with Fox sitting with one leg draped over the Yeezy designer's lap.

Ross also shared a group photo in his post. In the snap, Fox stands behind West and wraps her arms around his shoulders while leaning in close to his neck. West stands behind Madonna, who reaches up to place a hand on the rapper's arm.

On Wednesday evening, West and Fox were photographed kissing as they left Delilah, hours before West was named a suspect in a battery report from an alleged physical altercation that occurred in downtown Los Angeles early Thursday morning, an LAPD source confirmed to PEOPLE.

Earlier in the week, the new couple were spotted on a dinner date at Craig's in L.A., where they were joined by Brown, 33.

West and Fox confirmed their relationship earlier this month with a photo spread in Interview magazine accompanied by a short essay written by the Uncut Gems star, who described "an instant connection" when she met West on New Year's Eve in Miami.

"His energy is so fun to be around. He had me and my friends laughing, dancing, and smiling all night," Fox wrote, before describing a second date in which West surprised her with a hotel suite stocked with clothes.

"I'm still in shock. Ye had an entire hotel suite full of clothes. It was every girl's dream come true. It felt like a real Cinderella moment," Fox recalled. "I don't know how he did it, or how he got all of it there in time. But I was so surprised. Like, who does things like this on a second date? Or any date!"

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On a recent appearance on the Jan. 13 episode of her Forbidden Fruits podcast, Fox denied that her relationship with West was "a PR stunt," explaining, "There's always people that think every single celebrity scandal is a setup. I personally don't."

She added, "Listen, for right now, I'm just living in the moment and I don't have any expectations — there's no labels, none of that. It's just people that make each other feel better."

Fox was previously married to ex-husband Peter Artemiev. West was married to Kim Kardashian, who filed for divorce in February 2021. Kardashian has been dating SNL comedian Pete Davidson since last fall.

A source previously told PEOPLE that despite West's new relationship with Fox, "he's still telling people that he wants to have Kim back and he is willing to make appropriate changes to do so."