Nice topic.
Running any sort of resort takes quite a bit of capital and time. In an economy where the availability of disposable cash is retracting, I would question the financial feasibility, hence sustainability of a project such as this. It has been tried a few years ago in the Western Cape (with international markets) and from what I recall, in Limpopo, and didn't prove sustainable.
The other route is to open such resort to naturists, but just be aware that many naturists / nudists do not openly support or agree with swinging.
Personally I would agree with daphil on the model proposed by them, of hiring out a small venue / resort in toto for a given period such as a weekend and marketing that as an event rather.