Author's Note: This could exist in any version of Sweeney except maybe the revival, but I envision it in the original musical. It contains spoilers for the end of the musical and possibly the movie, though the movie doesn't explain as much about what happens to Toby.
Johanna and Anthony have been pretending that they are dead. The night that Nellie Lovett's apprentice was found with the bodies of dozens, including Nellie herself, they concluded that Johanna's assertion that he wasn't the culprit went unheard because they were both ghosts. That same night, they agreed reluctantly that they couldn't free him from the asylum because they needed to cross over to the other side. At their wedding they smiled when they swore to never part until death, because they were dead already and so nothing else could divide them. When they reached Paris, they assured each other in hushed tones that they were in heaven.
But Johanna is pregnant now, and they are very much alive, and the horror of what happened on Fleet Street is still with them.