Some females will nest, even when not pregnant. All of mine have done so far.

Its difficult with P@H to know if they are telling the truth or not. You may very well have 2 females, and that one of them is having a phantom pregnancy, on the other hand you may have a male and female, in which case you will end up with babies.

Does her abdomen look distended at all? How long have you owned them? I know you said recently, but how many weeks?

Are you able to have a look at the genitals at all? At such a mature age, it should be obvious if you have males or females.

Fingers crossed its just a phantom. I would advise you get them both neutered, as it will reduce aggression, prevent uterine cancer which is VERY common in rabbits, and will also help with such behaviours such as this.