I'm really sorry to hear this. :(
I try not to post anything on multiple births, bereavement or pregnancy loss, as I find it too upsetting. My DTD1 was stillborn 2 and a half years ago. DTD2 is well and lovely, but I will never get over it. I just wanted to say I am here, others are too, who will listen and understand if you need us.
Regarding what will happen next, it depends on how far along you are. In my case (32 weeks) I had to have an EMCS to have them both, as risk of infection to DTD2 (also non-identical) was too great. This wouldn't have been the case if they were younger, but I don't know what the cut-off point is. If they are talking about miscarriage or absorption, I assume you are less than 24 weeks.
It's probably a good idea to give TAMBA or SANDS a call. They will have specialists on hand to give you better advice. What you really need right now is to know exactly what is going to happen.
Hard as it sounds, you do need to carry on looking after yourself really well, for the health of the other baby.
I'm so sorry for you, this is making me too ipset to carry on writing but I'll be back in a bit. xxx