In my experience, pixies carry slaves to the "nearest" room, for certain value of "nearest". So organizing the establishment with this property in mind works fine (you can see my guide to see how I do it).
By the way, for big breeding rooms, "nearest" is counted from the top block, not bottom block.
Also, pixies are much less frustrating than messy "automation" in Goblin... Brothel.
Getting "automation" running sure wasn't easy, and even then you couldn't do it in the way you imagined.
I think to get it right when connecting rooms, you would need to be able to connect them regardless of how far away they are from each other, managing directions separately still seems like the way to go.
In MBM, the main issue I had was the lack of milking spots and "storage" for offspring in the brothel area and being unable to tell where the pixies had taken people away from. Also they would keep gaining the traits / womb capacity for multiple offsprings, which meant even faster clutter.