My Vaporeon is acting different, she collects the softest things she can find and puts it to her bed and my Flareon is very protective over Vaporeon. They are both female, this seems like they are expecting but how can two females biologically make a baby? Those are the only two Pokémon I have.

Not to be overly blunt, anonymous, but sometimes, two pokémon of the same gender mate. This is especially true in cases where only two pokémon of the same family or egg group are present (as they then view each other as the only potential mates available), but it can happen even if other choices are available, depending on the individual’s preference. Interestingly enough, it’s also possible for such a pair to engage in “expectant” behaviors—including one becoming protective over the other and the the other creating a nest suitable for an egg—even if it’s impossible for a fertilized egg to exist.

In short, even though your vaporeon and flareon are both female and thus cannot produce a fertilized egg together, it’s very likely that they’ve become a mated pair anyway, due to their closeness and bond as your only two pokémon.

Congratulations, anonymous!