I agree with you on all of these (though I haven't really considered the Natsu x Lisanna or Natsu x Lucy shipping stuff; can't comment on that) - even if there's a lot supporting Erza x Jellal in canon, it seems like playing it out in a game would take a lot of time. In nearly eleven years of story, and even counting all of the omakes, the most they've got in terms of acting on their feelings would be the two of them nearly kissing (or actually kissing, but it wasn't clear), and Jellal falling into Erza's chest once or twice. Kagura has gotten further with Erza than that.

The rules on that sort of thing are listed here, but if it ever gets to that point, I figure it's better to leave anything NSFW implied to be on the safe side. (if there's any NSFW stuff that you want to thread out, we can use memes for that sort of thing)

I figure it would probably take a decent amount of build-up no matter who you go with, (given that Erza's either awkward or oblivious about this sort of thing) but I'm up for trying it if you are.