I don't know for sure, but for the last three, I would assume those are for whom you spend the (currently) final night with. Using your screenshot, that would be Amber (top middle), Madison (top right), and Elizabeth (bottom left). My memory's a little fuzzy on specifics, so there might be other ways to get them. But IIRC:
So, I believe Isabella is mutually exclusive with any other girls (so you can only get her); or, you can get Nanami (but
not staying the night) and Amber both, but then Madison and Elizabeth are mutually exclusive (you must pick one of them, based on the above).