I might just stress myself that pigs do need to live in pairs but it doesn't harm them to live alone, I have 6 pigs, 4 live alone, 2 together. The reason is they all fought and had to be seperated (they were in 2's before). They all live side by side (cages next to each other) so they can smell and talk to each other but can do no other damange.
You really do not need a pregnant guinea pig as you seem to only be learning about them yourself, plus with the female being unwell, it could potentionally kill her. Either take your male back and ask for a female and bond them before they live together or get him neutered straight away and then bond them (guinea pigs can't just be put together, they need to be bonded on netural territory) in their run, with boxes to hide in and lots of food.
Read the sticky threads and split them up straight away.
I hope you keep us up to date. x