Found a few pics on Patreon and game files, and I'm gonna assume we're helping Cass enslave girls on the first three as her slave.
No idea about Kate's CG, though.
Think most of those are in the game.
IIRC:
#1: you have to be on the Submissive route (I hate it, so I never do it but I did do it once just for checking shit out) and have to give up Sarah as a slave. I think you have to encounter Val (who has to be free, I think?) and Cassandra will want her. That or she's a slave, too, that you have to give up.
#2: Not sure. I don't play as Rosa unless it's a Rosa-specific route. I know there's a similar scenario with Val but I don't remember the details right now.
#3: That one is in the game. On the submissive route, have Julia as a slave in her normal personality. When ordered to give up a slave, refuse and then choose Julia. She'll want to help you out.
I don't remember the details, but I THINK:
You speak to Julia in the library. She'll say she wants to help you out, but need your help to deal with Cass. Speak to Cass and she'll help you enslave Julia properly again.
Again, I hate that route even though Julia is best girl, so I don't know for a fact if that's how you did it, but I think so.
The last one should be in the game, but it's insanely hard to pull off.
Basically, you need to start the Intelligent Monster's Route, which is done by having Julia in your party (Normal).
Lose to any non-monster girls twice, then twice to monster girls (Rubber Naga, Slime Girl, Aquatic Girl and one I don't remember all counts).
Normally, Kate would appear if your total party HP drops below 20%. So you have to avoid that. The easiest way is to bring the Protagonist and Julia and use Trip on Julia, then the Protagonist (rest up to 100% Stamina if needed) to OHKO yourself.
Julia must be in your party for all 4 KOs.
She'll speak to you in the dungeon (wait around, make sure you do NOT have an offensive-type character with you) and you'll start the Intelligent Monsters route.
IIRC, you also need the Berserk spell on Ashley (this is unlocked by bringing Ashley to floor 21 and walking around for a bit. You might need Julia as well, but don't quote me on that one, I'm not fucking Furukawa. That man would know).
Offensive-types means stuff like Ashley (who you actually need for another route and I recommend you're at a high level if you wanna beat the Frost Queen legit), Val, Derrick, Reese, Kate or Sarah.
Your party must consist of the Protagonist and Julia. Third member optional. Molly and Cassandra both works.
After that, lose to a monster girl again and a new scene will unlock. It leads to a battle between Ashley and the Frost Queen.
Ashley will ONLY be using her Berserk spell for the duration of this battle.
If she loses, Kate will appear and deal with the Frost Queen, causing you to succeed instead and Kate should show up as normal.
If Ashley wins, you can enslave the Frost Queen before she's killed.
If Ashley loses and you didn't have Kate to save you, you get a game over.