We will see only one threesome scene for each LI
As you say, the rest of your theory pretty much hinges on this assumption, and I don't believe it's justifiable. And there are a few directions I could go with this, but let's start with Annie.
I likewise suspect an Annie/Dalia threesome is going to happen, just based on Annie's admiration for Dalia's ass--not discounting the other reasons you give, but that's what suggests it to me.
But reconsider what happened at the cafe: Annie gives Luna a high-five, whereupon "Luna's gaze shifts between the two of you, then down to herself, and her cheeks burn with a deep flush." OK, what do we
know here? Well, we know she saw a vision of Annie's future, because that's how her power works. We know that whatever she saw is going to happen, because again that's how her power works. Assuming she isn't later lying to MC, we know it also involves her and MC--which we could pretty well surmise given her reaction. And again assuming she isn't later lying to MC, we know what she saw wasn't bad.
So, putting your "one threesome per LI" assumption aside for the moment, with which scenario is "Luna's gaze shifts between the two of you, then down to herself, and her cheeks burn with a deep flush" more consistent: (1) she saw the three of you doing something sexual together, or (2) she saw the three of you doing something nonsexual together? I won't say it's impossible for her to have reacted this way to the second, but I think the first is far more likely--particularly when you know MC is or will be having sex with all of them anyway. Meaning this is a clue.
Or there's Nova. Nova/Nancy has already happened. But she and Penny had talked (before MC had sex with either of them) about sharing MC. Not seriously, of course--or at least, not entirely seriously--but certainly clearly enough to constitute a clue. And definitely a clearer clue than "Nova thinks Nancy has a sexy voice."
And this in turn gives us two possible outcomes: (1) among the actual clues are lots of red herrings (in fact, some of the most direct clues* are red herrings); or (2) the "one threesome per LI" assumption is incorrect.
*If we know that everyone gets a threesome, and we believe in any kind of foreshadowing at all, two LIs talking about sharing MC has to be as direct a clue as it gets.