There's no law against it. You are allowed as many girlfriends as you can handle.
That said, it's not a bad idea to start the game with a law against it and then have the commissioner allow it. Will think about that.
The start is slow, it will take a while. Early in the game you are only going to get a handful of customers each day and you will lose money. It will take about a year (at least until you have singers or can charge an entrance fee.
(And yes the figures aren't very realistic, and honestly the focus of the game is not the financial aspect - if that's what you are looking for you will be disappointed)
The two rooms are built independently of each other and the progress of one does not affect the progress of the other. The progress updates in chunks, not every week as someone suggested. You can get two updates in 3 days or no update in 10 days. The amount of progress however is proportional to how long its been since the last update, so you may get +3% after 3 days or +15% after 10 days. (This is a bad mechanic and I should fix it, but initially I worried that updating the room construction progress each day would be too big a drain on performance which probably isn't the case).
I'm guessing the master (head) image for it is missing and the author either forgot to include it or didn't mean to include it. If that image is missing there's nothing you can do.
The minimum lewdness for each job is specified in the jobs.txt file. You can change it there, although you would need to keep updating the file on every update. You can also increase the average lewdness of everyone by updating the abilities.txt file (in the lewdness line change the minimum from -100 to say -80 and that will move the average up 10 points). Again you would need to update that on every update. I wouldn't recommend either change, there may be some unexpected side effects about it. (A few points up or down is fine, but 20+ it may start to cause issues).
Cool... I always love to see these unusual situations in the wild! This is not a bug. You can have multiple girlfriends, and so can the NPCs! If you don't want them to make sure they like monogamy/hate polyamory. But they will be less acceptant of you if you do have multiple gfs.
I'm not sure what specifically you are referring to in the incest/sister/gf issue. During sex, if she's your gf, it must mean she's already cool with it, so it's not going to bring up the incest issue. If you are talking about something else, let me know.