well Vanessa is a full-blown lesbian, so what do you expect to happen there? They have a foursome in the works but she will be with Becca, that's probably the closest Frank will get to her.
As for Frank, he got over all that pretty much by now, the only hangup left is Abby understandably.
The Shannon thing is understandable too, it's not really a legality issue, but more like a morality one? First she would raise a fit if she knew, and no one needs that, and secondly society in general doesn't take well to unorthodox things, just look at the state of things in the US and how they view unconventional relationships (I know they are in Canada but still). And this sort of relationship is as unconventional as it gets barring actual incest.