Kiyoko is an introvert that wont have a deeper interaction with any non Kitsune that is not her husband/wife.
Brienne wont fuck anyone with a dick that is not part of her dear champion.
Berwyn is established, if not as a shy boy, as a person that prefers smaller parties.
And Quinn is a road kill.
That is already four companions (well, Berwyn is debatable how much of that is intentional) that do not fit the criteria of joining an orgy.
Not even counting how an orgy is a mess to write. You can easily loose focus on who you should focus on and all that.
And on more personal notes, as said, most of the ingame threesomes do not fill me with confidence that what you are suggesting would turn out good.
Most of Caits and Brint threesomes are lacking for lack of a better word, Arona is 50/50 depending on quality, Evelyn sucks as secondary party, Darius, Miko and Mais companion 4somes... And those minotaur orgies are one and the same. Bunch of faceless, interchangeable mods.
Just, ah, bad, in my opinion.
And I feel like you and I have different qualifications for champsexual. Brint, Quinn, Cait, Arona and Azy are furthest thing from that.