Qoni -First Wife and mother of his children. --By choice.
Azhi - Qoni's sister. --By choice.
Serena - Pyromancer and Slave from Asshai. -- Captured but submitted herself.
Daenerys Targaryen - Second Wife. --Taken by force and Manipulated.
Other bed partners like slaves and handmaidens are pass times. And used to curve Zhano's sexual prowess.