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The relationships take a little while to develop. Céline is one of the few love interests with whom you can be in a relationship from the start. Aven and Lilly will develop over the course of the game, with things accelerating from Episode 8 and onwards.

The harem is for a later stage in the game, but it does indeed mean that you can pursue any woman you like without repercussions. A true harem will develop as soon as the various solo relationships with the various women have sufficiently progressed. The same goes for pregnancies. The relationship structure will be similar to what I've done in Sisterly Lust.

There are three group sex scenes (foursomes and above) currently. In episode 2, 5 and episode 8. More will follow and will include the love interests once they're ready. The male crew (Thim or Kit) won't be part of those scenes

Just to pipe in, I believe Perverteer mentioned elsewhere that the game is still in the first of 3 planned acts, with the first act being ~10 chapters. (I believe around chapter 5 he said we were around 1/2 way through the first act)

E.g. it's still in the "introducing the characters/problem" stage.  Presumably Act 2 is where we're actually going to form serious relationships with most of the women as we figure out how to solve the problem, (and maybe solve the problem) and then act 3 is likely wrapping up the relationships. 

My *guess* is act 2 will end with the problem being solved in such a way as to result in a time jump allowing the pregnancies to develop such that they will be visible for the act 3 shenanigans.  I wouldn't expect much in the way of "Full Harem" until act 3, though I suspect we'll get partial scenes as they learn about/accept the other relationships towards the end of Act 2.

Also, I'm not sure the idea of a ship crewed by visibly pregnant women taking on the Sovereignty (or whatever it's called, I'm assuming their leaders end up being the big baddies), would really work/make sense, so I'd assume they mostly get pregnant on the eve of whatever "big solution" the author has planned for us in an "I want you to knock me up now in case you don't make it back" sort of way.)  I'd hope civilization would be advanced enough by that point that getting pregnant requires a  conscious decision, and not "oops, forgot to pull out". Particularly for members of a mixed sex Navy.

TLDR:  I don't believe we are anywhere near as far into the game as you think we are.  Finding the missing sister, I suspect, is merely the "learning the problem exists" stage.  It isn't anywhere near the actual conflict/resolution of the games plot.

P.S.  I am rather curious if it's going to be possible to get the Alien women pregnant  So far there's been no indication this is a "Star Trek" situation where all the intelligent races were seeded from a progenitor race, and are thus biologically compatible, nor has there been any examples (I'm aware of) given of cross species offspring.  However their relationships say "Pregnant:No" and not "NA", or simply no field as per Raene.  Which strongly suggests, (at least to me) that the option will be there.  I hope the author doesn't just "handwave" it though, and provides some sort of explanation. (some sort of high tech genetic sequencing/translation nanobots in a pill that have to be taken before sex or something that automatically converts the DNA in the sperm from "Human" DNA to something compatible with a specific target species?)