They did anticipate that see this for some sources.
"You thought only of your Duke's desire for a son," the old woman snapped. "And his desires don't figure in this. An Atreides daughter could've been wed to a Harkonnen heir and sealed the breach. You've hopelessly complicated matters. We may lose both bloodlines now0."
They thought about it, individual lives meant almost nothing to the BG, they had plans within plans to deal with such contingencies.
" 'I am Bene Gesserit: I exist only to serve,' " Jessica quoted.
"Truth." the old woman said. "And all we can hope for now is to prevent this from erupting into general conflagration, to salvage what we can of the key bloodlines1."
1 Italic added
Note that the bloodlines they were discussing (tangentially) were Atreides and Harkonnen, but the quote implies other plans (key bloodlines) not two, but key.
As example can be found in the failed Kwizats Haderach Hasimir Fenring
The Prelude to Dune prequel trilogy establishes that Fenring had actually been born in 10,118 A.G.; his mother, Lady Chaola or Cirni Fenring, had been a Bene Gesserit and lady-in-waiting to Habla, the fourth wife of Shaddam's father, Padishah Emperor Elrood Corrino IX, and served as wet nurse to both her son Hasimir and Crown Prince Shaddam. It is also noted that according to one source, Fenring's mother may also have been a sister to Elrood.2
Slight digression. The BG breeding program was so entrenched that Leto II actually took it for his own millenia after the opening discussion in Dune:
Leto has taken over the Bene Gesserit's breeding program for himself, the same program that produced his father, the Kwisatz Haderach.
A great point by Drew
One more bit of evidence is in the Reverend Mother Gaius Helen Mohiam's fear, when Paul Atreides engages in combat with Feyd-Rautha Harkonnen, that they might both be killed. She worries that this would "leave only Feyd-Rautha's bastard daughter, still a baby, an unknown, an unmeasured factor, and Aliya, the abomination", for them to work with for their breeding program