I never really described what a relaxation studio is. Do a search for the Escape ones. Like
http://EscapeinHouston.com Basically, the dude pays cash at a half hour or hourly rate and gets to chill with some decent lookin bitch in a room with a jacuzzi, satellite, etc. You could alter this concept a little and have a variety of things for guys to do in there. A pool table with fine ass ladies serving drinks, some PS2's/Xboxes with Madden & Halo 2, shit like that. Have em come in for 30 minutes and then have the chicks ask "you wanna stay here with me right?" seductively and keep suckers there so you can get double the cash.
So basically you would be running a strip club type shake-down? Girls being paid for their time, with offering nothing in return? Or would it involve sex?
Horny guys don't go to relaxtion studios/massage parlours to shoot pool and play X-box, they wan't action.
Please take no offense to this, i'm just trying to give it to you straight.
I'd look into Massage parlour and Escort Service licences. That's what the client wants, and the client is always right.
You say there's only 2-4 escort agencies in your area of 200,000, well what about independent escorts? because they'll offer a lot of competition. But if you do things right, you can clean up.