Okay, so I have some thoughts on your thoughts. First off, Calypso didn't teleport Orion to herself, Orion teleported himself to her. If you go back to the end of 0.7, he starts to say Calypso's name before passing out.
As for their not being a lot of plot, that's fine, because the story made progression regardless. The crew managed to obtain a stone and are on pace to collecting their 4th stone. Orion is cementing his feelings for the various love interests. If it's all plot all the time, the game would feel entirely different.
Orion getting shot was a big deal in a sense that it was a plot point that was used to have him discover he can teleport into Eternum. While getting shot would normally be very bad and there would normally be fallout and reactions all around from it happening, the fact that he could get healed is what makes him and the girls treat it as less of an issue: more of a close call. It's like if you hear about a friend getting into a car wreck but they survived. Yeah, you might be worried about them when you were initially told, but once you found out that they're uninjured or lightly injured and are able to function normally, your worry would be lessened for them and life would move on as normal. Orion got shot, but he already made a full recovery so it's business as usual. No need to stress on the past.
As for your other thoughts, Eternum isn't supposed to be a drama, so a lot of the dramatic beats you're thinking about wouldn't likely work well for this game as it would be a pretty big genre shift. The game is supposed to be more of an action/adventure/mystery/harem game. Yes there are dramatic moments, but they're there to service the plot and provide cliffhangers/further the mystery, they aren't there to change the direction of the story.
I'm of the opinion that Luna's first time might be a threesome with Annie. Or maybe by herself and Annie joins or something. Unless they do the same thing they did with Nova where she had her first time at the end of one update and a threesome at the beginning of the next update...
Other than that, I think the other likely threesomes would be Annie/Dalia (if I remember right, she was complimenting her booty something fierce when she was trying to figure out stuff to say to keep her mind off other things).
Nova/Penny would be probable since they go to the same college (although I don't think it will happen sometime soon since Nova just had two scenes back to back).
Dalia/Alex seems likely since both of them seem to be joking about it and they're good friends. I think they will initially be hesitant when the opportunity first presents itself because they were only joking about it, but then something will happen and they'll be like "eh, fuck it. Let's do it."
I can't see a lot of threesomes occurring with Luna aside from the one already prophesied. She is more of a loner character. The only other person I can picture having a threesome with might be Nova due to their friendship before the game started.
Nancy, because of her relationship with, like, half the cast. can't be in a lot of threesomes. I can see Annie/Nancy and Nova/Nancy, but that's about it. She hasn't really interacted with Alex or Luna from what I can remember. Also, keep in mind, the gallery filter is "Group Sex", not "Threesome". Who knows if we might get more than 2 girls in a scene.
I could be wrong, but it looks like Caribdis sprinkled some things throughout the last few updates that leads me to believe the finale is going to involve a massive war. You can choose which side, the werewolves or vampires, to side with, you can choose to help Maat, you are helping the ERE/WRE, and maybe others. That makes me think Orion is unintentionally building up his forces. Plus, I think Maat will eventually come back to be slept with again if you choose to pay her. She says she'll pay you back with "interest."
