Yes, it was implied last season there were more members of the Spartans - Fallon was the only one last season's "justice guy" knew of.
Harlot's as a show tends to surprise me - so I can't say how I think Lucy and Fallon's relationship will go. I got the impression last season he liked the idea of a corrupting Lucy with all his metaphors of Hades and Persephone. I can't see Lucy killing Fallon though - I just can't see her getting away with that twice.
I'm not sure about Charlotte not being Margaret's, what motivation would a rather ambitious, relatively self serving bawd have to take in a child that wasn't hers? When Margaret and Nancy escaped Quigley's, taking a child who wasn't either of theirs seems a pretty burdensome thing to do. We know Charlotte was born under Quigley's roof, and it seems Lucy wasn't(as it hasn't been mentioned and Quigley's shown no interest in Lucy, but plenty in Charlotte) maybe Margaret associated Charlotte with Quigley, and perhaps she had less time to bond with Charlotte in comparison to Lucy.
I don't think Lennox was either Lucy or Charlotte's father, I'd have thought if they were Margaret might've tried to use that in her favour when trying to get him to invest in her house. Unless any man was paying to see Margaret exclusively at the time of the girl's conceptions - I don't think she could know who their fathers were. Even if she had an idea, my guess is their attitudes would've been similar to Fanny's constable - who told her she couldn't know he was Mercy's father, and it's true.