Cories don't get "pregnant". They aren't livebearers like the mosquito fish. They are egg layers. The cories will put eggs on the glass, on the underside of leaves, etc. The fry hatch a few days later (how long depends on the specific specie). During this time the eggs are extremely vulnerable to being eaten by any fish (including the cories that laid the eggs) that finds them.
If you are really trying to breed them, then you need a specie only tank, and you need to remove the parents after they lay the eggs (or remove the eggs).
So, I don't know what you mean when you say that you had pregnant cories before, I guess you mean that you could tell that the females were carrying eggs. That doesn't necessarily mean that nothing happened. It very well could have happened, but they just got eaten long before you saw them... or they are very good at hiding. In my own case, my panda cory fry didn't make a "public appearance" until they were at least 4-5 weeks old. By then they were big enough that most of the other fish would leave them alone.
which tank are you putting them in? I can't be certain, but not sure angelfish and cichlids go well together? IDK for sure though.
