You can propose to harem members individually or to all of them, or to some of them and then individually to the missing members.
The harem wedding scene will trigger regarding who you proposed to.
have tried multiple times with different harems, not always work.
In some cases the option to propose a certain harem doesn't even show after proposing to someone else of the harem.
In some cases i proposed to both or more parties in different places and some of them weren't included in the wedding like if i hadn't asked them.
The only 100% success i have had with the harems is when i propose to all of them at the same time.