Some photographers prefer to keep only one species (male or female or both) in a frame whereas others don’t mind it. I would consider myself in the second group for the time being at least as it may showcase the interaction between these entirely different individuals.
Focusing in a frame with multiple species could depend on which species or which behavior or which aspect of the frame you wish to capture. In macro photography, it is quite common to find the prey and the predator in a single frame. It is up to the shooter to decide on which to keep in best focus. In silhouettes, it doesn’t matter which species is there, it is the silhouette that gets the importance in composition.
So I would say it’s purely the photographer’s choice to focus.
To keep the different species in maximum detail, the distance between the subjects should be visually understandable and a suitable DoF should be ensured while setting the aperture, like f/8 to f/13.
Depending on the action and creativity in the frame, the shutter speed can be anything between 1/250s to 1/3200s.
ISO depending on the time of shoot and light availability, preferably Auto.
Metering can be Matrix/Evaluative or Spot again depending on the creativity in the scene.
Exposure compensations to be considered as per the actual shooting situation and time. Again, creativity comes into picture with the exposure compensation.