He wrote nothing in this time although the sister pulled notes together and then wrote Will to Power. Academic philosophers discount much of what was written by his sister as being really Nietzsche's. In any case, notes are not the same as a reflected upon essay or book.
While he had two relationships with women--they were not sexual. One with a woman named Salome was a real disaster since he pursued her across Europe.
Best guess in recent years is that Nietzsche acquired Syphilis when he frequented male brothels in Sicily. Very sketchy evidence of that. Nietzsche never talked much about his personal life.
In many ways his writings, while brilliant, are so antagonistic to Christendom and Biblically based morals they seem to be based on his resentment of the Biblical rejection of homosexual acts.
I suspect he was homosexual, and that drove his invective against Christendom and the Bible.