You're right, her second scene is necessary for the threesome to become available at the cave.

Her second scene starts at the secret bedroom in the castle of Aldlyn, where Hellhound sometimes stands. When Leneth is pregnant there is a chance for her to appear there in a maid uniform. The dialog with her in that uniform will trigger her next events.
Using the teleport stone re-rolls the variable used to decide whether Hellhound appears or if she'll wear the unifrom, so you can use that to re-try until you get it.