Good advise from Leigh-ann. And I just talked to my shelter friend and she had a number of things you could try.
Firstly, she says most female cats are usually more frightened when in new situations, and are harder than males to acclimatize. As a rule, they're also less affectionate (always exceptions, though, like Nissa), so that makes it even more difficult to get them used to you. They are the huntresses and protectors of their offspring, so are naturally more territorial and aggressive when feeling threatened.
If these cats aren't kittens, it might take a little longer for them to settle down, but she's had much success herself with the process. So firstly, if the female is in YOUR bedroom, or a bedroom that sees the coming and going of people, she suggested you move her to a room, or even a basement, where she won't be disturbed and can have the space to herself for awhile. If you have a spare bathroom that isn't used much, this might also be a good spot, as cleaning up urine would be easier. (you hadn't mentioned whether this room was carpeted or not) And of course, keep the food dishes a fair distance away from the litterbox. But whichever room works to provide some isolation, keep the door to it closed, so that the cat can feel safer. You could also try different foods that the cat seems to really like/prefer, so that your feeding trips to her start seeming like a more positive thing for her to look forward to. Of utmost importance, as Leigh-ann suggested, is to keep these 2 separated from each other for now, as they are obviously not yet getting along and the male is frightening the female even more than she already is. As much as possible, you should try to observe her from a distance and see what you can learn from her behaviour.
You might also ask the rescue group if perhaps she was a feral cat, with no real contact with humans before, as this could make it harder to acclimatize her.
For the male, she suggested giving him the run of the house (if he doesn't already have that), since if he's already been sitting on your lap, and was howling when shut away, he's obviously more of a people-cat and needs the company. It's quite possible his elimination accidents have a lot to do with the upset between him and the female, (as could have the forced isolation that night) so keeping them apart might solve his. The Feliway (or the other one) should also discourage him from what is possibly a territorial battle or emotional upheaval.....one of the commonest reasons for improper elimination in cats. (and for example, when I was housing a stray in our garage, another cat pooped right on the carpet at the side door to the garage, either before or after they'd fought with each other there, though they both knew how to use the litterbox)
Since this woman has had to take in hundreds of cats over the last 20 or so years, she wasn't surprised at all to hear of such behaviour, especially from a female cat, so considers you quite lucky to have had nothing but easier experiences with other cats you've had. (don't shoot the messenger, please! I was surprised, too and now think I also was very fortunate!

) So perhaps these 2 have been sent your way to give you a chance to test yourself with a more challenging relationship? I dunno....just a thought. She also wondered how short a time you've had them (I didn't know exactly) because it can, according to her, take a few weeks or sometimes longer, for older cats to adjust to a new home.
However, if you don't find that any of this works, she suggested giving one, or both of them back to the rescue group ASAP, to minimize the stress to them of being put back in that environment again after being out of it.
Hope some of this helps!
Oh, and I just thought of another thing. You might also try putting her litterbox near a corner of the room, or underneath something high enough for head-room, as cats often prefer some sort of semi-enclosure around their litterbox, but one that gives them room on at least 2 sides to move around as necessary. I think it makes them feel safer when eliminating if it's not right out in the open, so to speak.