9th house is dreams. All fantasies are dreams. Modern astrologers say 12th house, but that's wrong. See any number of traditional authorities, Lilly, Cardan, Gadbury, Morinus, Bonatti et al. They all have more authority than and doped up new-ager.
Nothing really.
Sexual fantasies are an internal thing, and Houses are external areas of life.
So if you are asking about something going on INSIDE a person - their personality dynamics of any kind - you are looking at the planets.
Sexuality is not indicated by any one planet.
Venus is how we relate, and our sexuality is tied to relating .. whether in reality or in fantasy.
Moon is our automatic emotional reactions, and sexuality involves emotion.
Mars is how we take action on ANY kind of desire we have .. and sex is one of those possible desires.
Neptune is about our unconscious, and fantasies/daydreaming tends to be a response to unconscious issues/needs.
All of these planets have some impact on sexual fantasies, but not everyone HAS sexual fantasies. Especially those who are emotionally well-adjusted AND in a long-term healthy relationship.
Nonetheless, what you get is NOT specifics from astrology. You get a look into the inner dynamics and what drives the person ... unless they grow and change and thereby have outgrown the INFLUENCE of their astrological birthchart.
Those dynamics consist of basic personality needs/functions (planets) that interact with each other in positive or negative ways (the aspects between planets), expressing positive OR negative styles shown by the sign the planet is in, and trying to meet that need through whatever area of life is indicated by the House position of that planet.