I see this (safe) after the type of woohoo next name. What does this mean, because despite having only "(safe)" woohoos, two of my sims have got pregnant, so it is not that kind of "safe".

On default settings, I believe that regular woohoo is supposed to be 100% safe. But on City Hall or an in-game computer, check NRaas > Woohooer > Woohoo > Replace Woohoo With Risky. It's False by default. But if it's set to True, then what you are seeing labeled as "Woohoo" in-game is really now "Risky Woohoo" and subject to the percent chance of a baby being formed as a result.

That percent chance can be seen and changed to 0 or any other percent value if wanted on NRaas > Woohooer > Risky > (species) > Risky Baby Success Rate. It's 10 by default.

I replaced Woohoo with Risky ... hence the pregnancies I suspect, but still got the (safe) value.

That means the kind of woohoo, as opposed to Try for Baby. As you have it now, you can make it totally safe by adjusting the Risky value to 0. Or by re-enabling Risky as a third choice again and setting it for whatever you like, then regular woohoo becomes 100% safe again.