So, the mythology of the coven says without a merge before the death of the current leader the entire coven dies. So if human one or both has to die. So when Kai because a heretic he died killing the entire coven except the twins. It also according to the wiki severed him from the coven. He is no longer the leader unless told otherwise.

So currently they're alive without a leader, and still part of the coven. I believe the logic the show is doing is both die without merge one dies with.

One becoming a heretic would possibly kill the other due to not having a merge. Both becoming heretics seems to be the only way assuming they truly are the last members or the other members would die when they die to become heretics, like with Kai.