Well so far in the story (Manga Raw), Rio is more towards her feminine side.
And because of how she acts, except a few people, no one else dares getting close to him including Women, especially since others only see her as a Cross-dressing Man, as not many apparently know she is Intersex.
As for her possible inclusion in the Harem and her possible NTR situation later on.
I would say that except for possible one particular person maybe (who is a possible future Harem member of MC), Rio won't go after any of MC's other Harem member, as she is extremely infatuated with him just after their first night, since MC had accepted her without question, so she sees him as her saviour.
I would even say that her infatuation is such that, if she ever marries a Woman because of her social position/obligation as a Man, she might likely get her wife to have relationship with MC as well.