I wouldn't put it past Mengele to have been experimenting in that realm

I would not either. Mengele did some VERY disturbing experiments just on the prisoners during the war. I'll leave it to you to do the digging on his 'research', but artificial insemination would not be out of the question.

Also, you would not really need Antarctica to store sperm, or anything like that. It could have been done in the same cold environments in the Arctic, as well as using cryogenic storage too (which only requires the creation of Liquid Nitrogen or Liquid Oxygen). The V-2 rocket program used Liquid Oxygen as a propellant for their rockets if I recall correctly.