OK, have checked my saves. I haven't missed any available dialogues with Fenris. Not in Act 2, nor in Act 3. I'm not at absolute max rivalry, as occasionally he approves of something I do or say, but surely they won't penalize for that?

My gut feel is that this is a Bioware screwup, where you should get your romance in 2 out of 3 options, and they have misprogrammed it.