Jodorowsky's Dune Uncovered
Scene 36-37 : Paul's Conception
Jessica and Leto are in the Duke's bedroom, which is simple like a monastic cell, and the only decorations are the head of a six-horned bull and a portrait of the Duke's father, dressed as a bullfighter.
Jessica is naked on the bed, and tries to interest Leto, but Leto sadly explains that the bull that killed his father also attacked him when Leto jumped into the arena. The bull has blood on two of its horns, one has the blood of his father, the other the blood of his sex.
Leto laments that he will be the last of House Atreides, that Jessica can never give him a son.
Jessica states that Leto will have a son, and taking Leto's dagger she makes a cut on his finger and "helps the Duke penetrate her with his blood-stained fingers".
Although we don't have images of the full Moebius storyboards for this scene there is an animated version in the Jodorowsky's Dune documentary and they are less explicit. We see Jessica and Leto alone in a sparse room (possibly Leto's bedroom?) with the head of the "Rhinocorn" visible on the wall. A fully clothed Jessica embraces Leto and pricks his forefinger with her finger nail.
The Moebius storyboards zoom into the drop of blood on Leto's finger, filling the full frame and then pulls back revealing the drop of blood inside Jessica, and like the script, shows it traveling towards the ovary to fertilize an ovum.
In Métal Hurlant #107 there is an article titled "Dune le film que vous ne verrez jamais" (Dune: The film you will never see) in which Jodorowsky describes these scenes:
"In film, the Duke Leto (father of Paul) would be a man castrated in a ritual combat in the arenas during a bullfight (emblem of the Atreides house being a crowned bull...) Jessica - nun of the Bene Gesserit -, sent as concubine at the Duke to create a girl which would be the mother of a Messiah, becomes so in love with Leto that she decides to jump a chain link and to create a son, Kwisatz Haderach, the saviour. By using her capacities of Bene Gesserit - once that the Duke, insanely in love with her, entrusts her with his sad secret - Jessica is inseminated by a drop of blood of this sterile man...
"The camera followed (in script) the red drop through the ovaries of the woman and sees its meeting with the ovule where, by a miraculous explosion, it fertilises it. Paul had been born from a virgin; and not of the sperm of his father but of his blood..."
Jodorowsky also used this concept in his comicbook "Metabarons"