Sebastian Haffner portrays Churchill in his book, as a man, who was much more interested in politics and power then in women. According to Haffner, before his marriage, he used the services of prostitutes sometimes, but after his marriage he was satisfied with his wife, and probably didn't have any other romantic relationships.
Haffner, somewhat funnily, claims, that Churchill's loves and lovers were the ministries, he worked in - HM's Treasury was the problematic woman, with whom they didn't really get well along, and neither of them liked to remember their liaison; there were the not exactly problemfree, but mostly pleasant relationships like the Home Office, the Colonial Office or the Ministry of Munition; and of course the tragic, devastating love spanning his whole lifetime: the Admiralty.