Latex allergies aren't that uncommon, but a lambskin allergy would be very rare. An allergy to both would be extremely rare. Is it possible that she is actually allergic to a lube, packing agent, or spermicide that is used in both. Believe it or not, talc or cornstarch are common packing agents, used to prevent fusing of the condom. Comparing the "ingredients" could reveal a common denominator.
A second possibility is that she doesn't really want to swing, and doesn't want to tell you that. You need to be open to all the possibilities.
If I've missed the boat on both of the above hypotheses, then a polyurethane condom might be in order. Female condoms are commonly made of that substance. I suspect one of the two above hypotheses is the problem, however.