Yes, DS statements absolutely must be consistent in any real GMAT question, because it needs to be possible to consider both statements together (even if one or the other statement were sufficient alone). You will find some questions on internet forums with inconsistent statements. Those are certainly not official questions. I wouldn't have much confidence that a question designer understands much about the GMAT if he or she can't even get that basic aspect of DS structure right, so I'd suggest ignoring those questions.
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