With the information that you did see a male genital organ during probing, would negate the idea that you have two females. If he has not mated with the new female, there is a possibility that he is just not interested.

Male swans after losing their first mate may not re-mate. A female swan will usually re-mate after losing her mate. Males are responsible for the buiding of the nests so regardless if he is sterile or whatever else may be causing the infertile eggs, he will still help to build the nest.

Lastly, if there is no or limited food source, lack of safe habitat, etc., swans are thought to practice birth control until situations stabilize. The Regal Swan