Harem is essentially confirmed canon from what I remember. It's also specifically been stated that the harem will form much earlier than in OIALT in order to show more development (and group sex).
As for Luna's vision, she later comments that "we seemed to be doing more than fine," the implication of "we" meaning that whatever vision she saw includes herself as a participant. Otherwise she'd have said "she" or "you" or something like that.
I'd be surprised if she saw her or Annie losing their virginity in a threesome, but not at all for her to have seen one from some time after that.