Not that I am aware of OP,but there are quite a number of hentai doujins and images where Shinji,Asuka, and Rei have passionate sex together.
By the way it's Rei not Rey and Asuka not Azuka. Never heard of them girls.
Here is all of the stuff I have collected over the years.
http://www.mediafire.com/?7q9tq2xq1ttarsmHave fun.
Best you are going to get other than a threesome with the three pilots is Misato and Ritsuko masturbating to them fucking which is included