I think you mean Mario, her husband. By going down the route to help Sophia, you can't have any more interactions with Katerina or Emma. You would have to do another save and go down the route of not helping Sophia. You will still be able to have some scenes with Sofia later on as a sex slave.
if you break Katarina aka make her obsessed with you and do Emma’s sauna route without giving her to Mario they will both still want you if you arrest Mario instead of killing him.