I'm not really sure about the harem stuff but from what I could gather, Nene and Mismis just don't want Sisbell to be close to Iska because she's an enemy. They care about Iska but from what I've read (up to V5 of the LN), they didn't show any indication of being attracted to Iska in the same manner as Alice and Sisbell. Then again I could be wrong.