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(My bad guys if it's wrong to change answers and I accept full responsibility) Well it kinda depends on what you meant by how. She gave birth to them in the Abyss after she was sacrificed by Oswald(new Glen and her brother) for being a Child of misfortune(III Omen). Revis (former Glen) impregnated her and thus Alice and Alyss(The Will) was born. If you meant "how did Lacie give birth to them in the Abyss whilst being destroyed, dragged by chains, etc.....yeah I don't know either ( I doubt that we will ever know).