Thanks for helping me figure it out. But I would not consider my cage dimensions(10 x 4 x 8) as "cute small" for a pair. Those are definitely on the fairly large enough to fly around and play especially with diagonal perch placements. I bet not even pro breeders there in the west have given them more space than that(read Jean Patisson or Tony silva's blogs) even if larger space is always better nobody can provide them enough space as long as they are in a cage. I don't believe the cage dimensions is small enough for them to breed as there are birds giving 3 clutches a year in a 4x3x4 dimension cages world wide.
Yes they are DNA sexed. But they may be young and may be figuring it out.
I would be interested to know has any one faced issues like mating yet not breed CAG's
If they mate, they have accepted the mate, they believe environment is suitable for producing offsprings, privacy is adequate etc... So yes they may be young or the female at least must be.
What you're experiencing isn't unique to CAG's, but to parrots in-general, specifically Congo African Grays, the larger species of Cockatoos, and the full-size Macaws. This is a normal, regular occurrence, and there are always people asking this question after they have a pair of birds that have bonded and started mating. Just "mating" has no bearing on successfully producing fertile eggs, and even laying fertile eggs doesn't mean viable chicks. And no, just because they are mating does not mean that they have "deemed the surroundings/environment good to breed chicks in". Remember, same-sex parrots that bond-closely with one another "mate" all the time, every day, and obviously they are not mating to produce offspring. They are mating because they have bonded-closely with one another and they are hormonal. That's it. So that's what you've got, you've got two pairs of bonded-CAG's of the opposite sex who are mating.
That all being said, after only 40-days it's impossible for anyone to be able to make any type of meaningful prediction to you about whether or not they are going to be successful breeding-pairs for you. I'll reiterate this to you again, as did ParrotGenie above: Most bonded-pairs of large parrot species who start mating typically take at least a year before they even produce a fertile clutch of eggs, let alone a "viable" clutch of fertile eggs. It's not so much that they are "too young", that's not the right way of thinking about this...At the point of your CAG's being far past puberty (if they are in-fact 6 years-old or older, specifically the females), then their age is fine...You can have a closely-bonded pair of CAG's or Cockatoo's that are both at their prime-age for breeding, and that have started mating, and it still typically takes a year or more for fertile eggs to be produced...And usually the first few breeding-seasons where they produce fertile eggs don't produce viable fertile eggs. So it's not so much their age as it is the amount of time they've been together, combined with many other factors that you're not taking into consideration at all that we've already mentioned...
The other factors that effect whether or not a bonded-pair of CAG's produces fertile eggs are their regular, daily diets, their overall environment including whether or not they have an enriching environment...It's not all about the size of their cage, it's whether or not you're providing them with things to do so they're not bored to tears all day long, everyday...CAG's in the wild spend 8-10 hours every single day foraging for their food. This keeps their brains stimulated, their bodies stimulated, etc. They have the intelligence of a 4 year-old human child, and if they are bored to tears and have nothing to do, they will often continually mate out of boredom...And if they are mating out of boredom, the results are typically not fertile eggs.
Also, you must take their overall physical-health into consideration, you haven't had any routine blood-work done to test their overall health as well as their levels of sex-hormones, which is another factor...And their sex-hormones typically will be very low if they are bored to tears. It's a vicious circle.
Overall, you've just got a good amount of time to wait before you're going to see any fertile eggs. I would say the average with most bonded-pairs of CAG's, Umbrella and Moluccan Cockatoos, etc. is typically about a year or so after they start mating. And that's assuming that they are both physically healthy, their sex-hormones are at normal levels of production, their reproductive systems are normal and functioning, and you start providing the with lots of "Captive Foraging" activities, things to chew on, shred, puzzles to do, etc. A common mistake a lot of new parrot breeders make is since their breeding-pairs are not "pets", but rather just baby-producers, they don't provide them with any brain-stimulation at all, and this in-turn has a very negative effect on their overall health and stimulation. Mating out of boredom is never productive...So that's something that I would work-on, because the sooner they are happy, stimulated, have a job to do, things to occupy their brains and their bodies, the sooner they will be more productive all the way around, because their overall health is better...
BUT, in-general, you're just going to have to be patient...If you get them all wellness-exams that include routine blood-work and everything is physically good with all of them, especially the females, then I wouldn't get excited until at least a year has gone by without any fertile eggs...At that point then you need to reassess and consider other issues that might be at play, but after only 40 days of them mating, you're just not even close...