If you mean that the gardevoir and gallade have each taken a lucario each and if this ask is in response to my earlier one today, allow me to clarify.
By “risks,” I don’t mean that an egg will be produced. I actually mean “mating styles and mechanics between egg groups differs so drastically that not only is a fertilized egg out of such a union thoroughly impossible but also it’s likely that someone is going to get injured for even trying.”
Or to put it a little more colorfully, do you know of those stories of humans or pokémon dying because a human got a bit too close to their favorite team members? In certain circumstances, that will happen if incompatible pokémon attempt to mate. Because lucario, gardevoir, and gallade are roughly the same height and mass, you probably won’t have to worry, although lucario are supposedly … energetic when they mate. (So, well. You may need to worry about your gardevoir. Your gallade should be fine.)
If you mean that the twins are attempting to mate within twin pairings, in an incestuous relationship, then my advice would be to introduce more, unrelated pokémon to those pairs. Happy or not, that’s … about as much of a good thing as human twins pairing off.
Best of luck!