Maybe you should remove the female to keep her from getting killed. If you want to raise cichlids, you will need more aquariums. I had the same problem with angelfish and wound up visiting yard sales to get bargain prices on fish tanks. Craigslist.com also advertises low prices. In Phoenix at least, there are some great bargains, and making your own stands saves even more money. The end result is a house full of aquariums and an interesting hobby. There just is no good cure for multiple tank syndrome (MTS), and you get it from fish, especially cichlids.
On the other hand, some of the smaller varities of aquarium fish take up less room, and female cichlids can survive without males.