Harem and relationships have nothing to do with it.
as
yossa999 orrectly noted, Willy can be the biological father of even half of the city.
Willi can become a biological father as a result of one-time sex or infidelity.
We see this in the old WIAB on the example of Donna, who will be able to have a child with Willy.
I don't rule out the possibility that Zara and Vanessa's mother cheated on Nick with Willi.
And Vanessa may be the half-daughter Willi (considering almost 100% heredity of heterochromia), but the mother did not tell Nick and the children about it, or maybe Nick knows but does not tell Zara and Vanessa.
Also, with MC SG and Nami, not everything is obvious. We see at the end of Chapter 4 SG that MC is thinking of contacting Emilio to find out the truth about their real family ties.
There can be a lot of options, only the Ocean knows the truth.

and considering that Ocean has written the story for only 8 chapters so far, it is likely that he does not yet know what the truth will be.