Sky Deutschland says Dortmund chiefs are exploring with Chelsea and Manchester United about keeping fullback Maatsen and winger Sancho respectively.
United want at least 40m to sell Sancho, but Dortmund will have difficulty paying so much.
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However, Dortmund has not completely given up hope of keeping Sancho, whose situation at United may depend on what happens with manager Erik ten Hag.
Dortmund also wants to keep left-back Maatsen.
The 22-year-old has a buyout clause of 35m. Even in that case, the Germans feel the price is too rich.
Dortmund will therefore try to loan Maatsen again this summer.
Both Sancho and Maatsen have contracts until the summer of 2026.