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You mean both concubines and wives? If so then it's probably not possible but you can mod by pasting max_consorts or max_wives in common/religions. You can paste both to see what happens tho.
 
Yeah you can't do it anymore. Back in Patch 3.0 they made it so that if you were able to have both polygamy and concubinage that polygamy would always take precedent. The devs justified it by saying that it was too overpowered since you could have too many kids which basically made it impossible to lose the game or something like that. And that it went against the game design because no religion is meant to have both in the game, and the only way to make that happen the game normal was if you had a religion with polygamy and were a tribal cultural that has concubinage enabled.

I always thought they should of made it a game rule instead of out right disabling the ability to have both.

Also why would someone want to have both concubinage and polygamy? Well for a couple of reasons.

1. For Harem Roleplaying Purposes.
2. Prestige, you get prestige penalties for marrying women below our rank, taking them as a concubine has no prestige penalty.
3. Allies, sometimes you just want to take a women to be your concubine so you don't have to become allies with their family who drag you into pointless wars.
4. You can set aside concubines without any real penalties, while you have to go through a nasty divorce with wives.
5. You can force prisoners to become your concubines, and abduct other people's wives. You can't with marriage.
 
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It seems strange no one has brought this up before, or at least it seems impossible to find, but in CK2 there was an option to gift concubines to other characters or arrange marriages between your concubines and various courtiers. Was this feature entirely removed from CK3?