Cogerse a alguien means "to have sex with someone". The pronominal form of the verb, as you see, works with a direct object (preceded by a because it's an animate being). It has a derogatory connotation, like English "to fuck someone". It doesn't imply force but it connotes one-sidedness: an agent (typically a male) performs an action on a passive patient (typically a female).
In its basic form coger can work intransitively, with a complement headed by con (coger con alguien), which is less one-sided and definitely less derogatory in tone, although it does still place an agent in charge and relegates the other participant. It can also be transitive with a plural agent, showing the (usually two) participants on the same level (A y B cogen), but this is less common.
Cogerse a alguien seems to me an aspectual dative, but since it's acting on a metaphorical level, it doesn't look immediately like one. In any case it's telling that in Argentina comerse a alguien (note the single letter of difference) means exactly the same (and it sounds even more casually derogatory).
The fact that in the example from Narcos there's a plural complement (a todas tus informantes) is irrelevant to the aspectual dative.
I think the mark of the aspectual dative here is that (metaphorically) we have people (women) being connoted as something to be consumed and discarded. With food or drink, the aspectual dative implies full consumption; in this case, with human beings, it suggest people being used and left aside like one leaves aside an empty pizza carton or an empty bottle of wine.