The only reason why they were shocked was because they can become preggos even though they are vampires. The Asian 1 as you called her, might have been impregnated more than once way before she became a vampiress from sampling the cocks of different nobles with her pussy. The same goes for the African 1 by her supposed suitor
Well the vampires are roughly 300 years old according to Tinkerer & they spend 200 of those years imprisoned in the Cematery.
So even IF she gave birth they long dead. But I agree with Evangeleon-01 i doubt they were parents before. The "African Princess" (Adaobi) wouldn't have had kids out of wedlock because she would be expected to be a virgin for her husband to be (royals be like that) & wasent married when she was turned by the Master. The Sheildmaiden (Reanna) cared more about being a warrior so I doubt she has ever had kids as the thought of it was very much a big "fuck no" from her. The "Asian one" (Zsofia) was a courtesan but everyone seems to forget that this game has magical remedies & options to keep pregnancies from happening (like the ones Gwynneth took) so it's most likley she did something similar, she was overjoyed at being a mummy because she wasent one before & thought she lost the chance.
(Note on Gwynn & whores: This setting has shit like potions of Barreness so I reckon that birth control is probably even easier to keep track of/fulfil in this setting so I dont think that being a "whore" automatically means they're more likley yo have had kids)
Also cos I know poeple are gonna argue that "The MC got her pregnant though so..." yes MC did get her, Alice, the priestesses & vampires pregnant... using a new experimental ENHANCED Fertility potion that was designed to fight Barreness. I doubt alot of people have access to that kinda shit on the daily.