What are the risks of breeding a dog on her first season?

I have a urgent dilemma, Basicly, I have a 9 month old male chihuahua and a female chihuahua who is 8 months old on the 16th may this month. None of them have been spayed/neautered as we are planning on breeding her when shes 2 years old and the male is going up for stud as they are both KC Reg and Pedigree. We know everything there is to no about chihuahua's and are starting to show and breed our own. But yesterday I walked into my living room to find my male '' my female. So i quickly seperated them and they havent been together unsupervised since, Anyway, After catching them in the act, I looked at my girls 'private part' and found she is in season (No blood but there is swelling). She is only 3lb in weight, and is very tiny. My male is 4lb in weight, Also tiny. Could there be a possiblity shes pregnant? What should I do? And if there is nothing i can do, Will she survive? And can she have them? As she's my darling and I feel she is too small. She is booked into vets in a weeks time as they do not have any earlier appointments (Also tried every vet in my area). What are the risks she will face if they canot be terminated (if she is pregnant). ? Please answer. I was upstairs about 1 hour and I havent noticed him try to 'hump' her before. But I have noticed for the past week shes been playfully nipping him and lifting her tail high in the air around him but i didnt expect her to be in season. Please please help, Thanks