Sounds like you're doing well so far. There is a lot of really good information on pregnancy and kits on here so if you want to keep them together you might want to have a read up. It is possible they won't have babies, but it's probable that they will. I understand what you mean about there being no point in separating them now if she could already be pregnant...
I think if you don't know how long they've been together it could be years... and then that would be the reason they don't want another chinchilla coming into their space. Males will fight over a female almost all the time.
And just a bit of advice: I've found it usually takes about 6 months to a year for a chinchilla to totally trust you, so don't get disheartened if the progress is slow.
If you can make a series of steps up to the cage so that they can jump in themselves, then it's easy to train them to go back in. Like others have said: sand baths, treats, it depends on the personality of the chinchilla.
