Using two condoms at the same time, a male and a female condom is not a good idea and the resulting friction can lead to one or both condoms breaking up.
If you are too concerned about protection and fear that condoms might break during sex leading to unwanted pregnancy, then you both can try other methods of contraception such as pill, patch, vaginal ring or IUS etc., One of you can use a condom (either male or female condoms) is good enough to give you the needed protection.