Eh, I think Fenris is too much of a raging ball of negativity to give Dorian the reassurance he requires. Dorian likes to dangle exit strategies to see if they'll be taken and Fenris tends to storm off when he's worked up about something (and he's almost always worked up about something), so I just don't see how they would stay together even if they could work through the Tevinter/mage/slavery issues.
And Zevran's commitment-phobia would just exacerbate Dorian's two-men-can't-be-in-love Tevinter baggage.
Sad, but I think I agree. Fenris splits after the first night (even after Hawke offered to sex him up some more if it'd help him remember his past
I have no idea why I love that line, it's just so irreverent and clueless yet it suits sarcastic Hawke so well). And then you have to basically pine away for him for three years in order to convince him you really do care about him and you really do want a relationship with him- since you can't sleep with him and him walk away, then sleep with/break up with someone else and go back to Fenris in Act 3. I think a part of him needs to feel needed, and important to Hawke. Don't you have to tell him he's the only one you're interested in to get the romance going? I always pick that line, but seem to recall any other line won't progress the romance.
Dorian's tendency to poke and silently demand reassurance wouldn't work with Fenris, as Fenris I think needs less subtle hints. He needs to know, not just infer, that he's wanted and needed. Plus, yeah, the Tevinter lord/ex-Tevinter slave angle would probably really fark things up. I just really can't see it, and I would totally not mind seeing it, but it's not even an opposites attract thing with them. It's like matter and anti-matter, they'd meet and then explode and possibly even destroy the universe 
Zev I could see having a fling with Dorian, but again with the amount of work it took my Warden to get that elf to fall in love with him (and as terrified Zev was of doing so, since he cuts off all sex until he "figures it out" and decides it's okay), they just wouldn't last. Dorian would be needy, Zev might have some fun, but I dunno, just not the right dynamic there.
Which is why them meeting with their respective PC partners would go much better in my mind. My Dalish rogue warden with Zev, mage Hawke with Fenris, and Dalish warrior with Dorian could make for some fun times while also keeping the world from imploding when those three volatile companions meet each other.