Well Lena was visiting / staying over with some family in Japan, it wouldn't be that weird for said family to be be Rei. It could be some other family sure, but you'd assume staying with your aunt or cousin would be it. As for the MC and Anna having moved, yea sure, but considering they are outright talking about a harem in this game we can assume the others are in a distant if serious relationship, I'd assume that the only reason the girls from this game haven't moved close to the MC is because they are abroad due to likely work considering that Lea & Jackie outright claimed that was their goal, to go work in some foreign country.
Everything may change when chapter 4 starts and we learn more, but regardless of what type of group relationship they all had, it didn't appear that the whole group was living together before the accident.
Even before Lina went to college, it appeared only the four sisters and Anna lived with the MC full time once Sarah moved out. Sabrina never lived there (they weren't even having sex yet) and Lena and Yuki were "stuck" in Japan.
And no, I don't think they will have been living with Rei, because if that was the case, you would expect Rei and any kids she has to travel with Lena and Yuki. Obviously if they had been part of the story from the beginning, this might have happened, but since we know that's not the case, then she has to be out of the immediate information loop so that she can arrive later.
I agree with you that the goals of the girls will be worked into why they didn't show up sooner, which is why I thought only one might still live in their hometown. But another plot point in favor of "the harem" never having all lived together in the new town is the apparent size of the winter house, which barely has room for Lina and Sarah to have lived there with the RYB sisters.
Yes, everything is pointing towards them eventually having a place that can accommodate everyone, but that's part of the story being told -- and one that has morphed in a slightly different direction since the end of chapter three due to unforeseen circumstances and the creation of this prequel.
So to say that they already live as a harem is taking the new information and giving it more weight than the old information. You may turn out to be right, and in the long run I think that's where the story will go. But I don't think it's supposed to be there yet, so I don't think it will suddenly be there when the original game resumes.