It's pretty simple.
I have gone to the hoard many times, clicking on the nesting material in an attempt to nest my lionesses that way, only to find a blank "use" drop down, and having to go all the way to the "pregnant lionesses" page, and by then, I have usually forgotten what I was doing.
It just makes sense.
(apologies for poor mockup, I was tired)

My suggestion is to be able to select a pregnant lioness from the item page in the hoard for nesting material, and nest her from there.