The women, aged 30 and 50 have registered a complaint with Indian police alleging the Saudi diplomat beat and sexually assaulted them while they were imprisoned in his apartment outside the Indian capital.
They flew back to Nepal on Thursday, where they told AFP they had been repeatedly raped by the diplomat and other men in the apartment, where they spent around four months.
"We thought we would die there," said one of the alleged victims, whom AFP is not naming.
"The apartment was on the 10th and 12th floor, there was no way we could run. We were abused every day."
Read: Nepalese maids in India accuse Saudi diplomat of rape
On Thursday the foreign ministry called in Ambassador Saud Mohammed Alsati to ask for his embassy's cooperation "in the case of 2 Nepali citizens", spokesperson Vikas Swarup tweeted.
Indian police are investigating the allegations, and have registered a case of "rape, sodomy and illegal confinement" according to a senior officer.
The allegations have triggered a diplomatic headache for India ahead of a planned trip to the oil-rich nation by Prime Minister Narendra Modi.
The Saudi official has diplomatic immunity and his embassy has denied the claims, saying it "strongly stresses that these allegations are false and have not been proven".
The diplomat has moved from the apartment in the upscale satellite city of Gurgaon to the embassy, according to Indian media, while his family has been seen on TV arguing with police in the apartment complex.
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'Still scars and marks'
Scores of women rights activists protested outside the Saudi embassy in New Delhi demanding police arrest the accused diplomat.
Meanwhile India is likely to come under pressure from Nepal over the allegations, which come as Modi is trying to deepen ties with India's closest neighbours to counteract growing Chinese influence in the region.
Read: Almost 90% of India's rapes committed by people known to victim
Nepalese embassy officials met police in Gurgaon on Thursday although neither side was willing to discuss the meeting.
Nepal police interviewed the two women after they flew to Kathmandu with Bal Krishna Pandey of Maiti India, an NGO that helps victims of trafficking.
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