Thanks, I'll check those saves as well.
Do you remember how specifically you got them that way? Normal interaction and choosing to have sex or make love, or rape in the dungeon, or what?
It was normal interaction while being in a brothel.
EDIT:
I have an idea what could have happened:
They were pregnant and then bought a prophylactic ring.
That is why they both were only sterile but not constructs which is not very common.
So you should only think about if the prophylactic ring should work this way.
But I found a new (or actually an old) bug and attached the savegam right away.
If I am right this bug already occured: the game tells me to have "-1" gangs in 19 weeks.