I don't think it's possible to conceive during AF BUT sperm can live for up to 5 days and one can never discount the possibility of Oing earlier in the cycle than the average of 14 days. So if her AF goes for 4 days and they BD on CD4 and she O's on CD 9 then it can happen.

So technically conception doesn't happen during AF but is the result of the BD during it, if that makes sense...