Source is here. I don't think it's an orgy because it doesn't have a R-18 label. And Tenshi is only reacting like that because it loves getting abused. Cirno's yukkuri is only melting.
Are the tags still correct if it isn't supposed to be a yukkuri orgy?
Yukkuris "get refreshed", that is copulate, by rubbing against each other. Besides, it's not like you can make a bunch of disembodied heads R-18 in any way. Maybe someone who can read Japanese should check out the actual tags there.