What's Wrong With My Cat? Is She Pregnant?

I have a female cat named Shadow. She is about 3.5 years old and we bought her at a pet store that was selling humane society cats. My other male cat, Nico, is about 3 years old and we adopted him from a different pet store selling humane society cats. He has been grabbing Shadow around the neck and maybe trying to mate with her.... we THINK they were both neutered and spayed, but we are not sure how well. Anyway, Shadow has gained weight as is more squirmy when I hold her. She is very hungry and my cats have been licking each other lately. Could Shadow be pregnant? Please Help! Thanks!