I don't think anyone can give a definitive answer to that question, but there are some interesting hints that there may be.
Shadowheart in particular does not outright reject the possibility of having a threesome, instead she dismisses the idea with a possibility of it happening in the future.
So there may be, but there also may not be. Until the game comes out, nobody will know for sure. But so far they don't seem to care if you flirt with everyone else and make them all want to sleep with you.
