0. You can only get single heroine's ending, so there's no cost in letting the remaining girls get NTR'ed. In fact, the easiest way to avoid your chosen girl NTR is to throw other girls at the king. NTR by king doesn't necessarily block ending nor cause bad end, for details see
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(NTR by HIPPIANED.com always blocks endings)
1. They eventually are corrupted to the point of fighting for the new masters. Although at least one heroine is faking it to escape.
2. King only takes virgins, so he must be first. Note that taking girls from king costs (his) satisfaction, and there's no easy way to secure (or cheat) it, so taking girls away from king might not always work.
3. Yes, changes them a little. (Since king only takes virgins, virginity plays larger part in his scenes)
4. Yes, although king is less demanding -> harder to put all the girls in harem at the same time (not worth the hastle IMO). If you want king NTR scenes DON'T build harem building with regular concubines.
Losing to enemies is easy if you don't use proper skills, you won't even have to try very hard. Or you can send them to spy and they'll get caught after a few actions. (Note: To get HIPPIANED.com NTR scenes you need to have proper enemy general in the same base as the girl. Check wiki witch one goes where or wait until only their capital remains - all the generals will wait there with strong armies. (they will move on their own towards captive girls, but that might not always be reliable)
And easiest difficulty is still pretty challenging early on, before you get advanced units. You also need to learn the trick to retreating at the right time, otherwise you get no XP for combat.
( look at number of orgasm when you made Ares have sex a lot time and then see when King or Hippians who does it ) 
