We consider the two-species particle system introduced by Stevens (2000) related to the doubly parabolic Keller-Segel equation. It consists of $N$ cells and of a varying number of chemoattractant particles. Cells diffuse in the plane and follow the (mollified) empirical gradient of concentration of chemoattractant. Chemoattractant particles are produced by cells at some constant rate, diffuse and disappear at some constant rate. We show that when the sensitivity of cells to the chemoattractant is small enough, under some rather weak condition on the family of mollifiers, this system approximates the parabolic-parabolic Keller-Segel equation as $N\to \infty$. We also prove that when $N$ is fixed and when the production rate of chemoattractant particles tends to infinity, this system approximates the (non-Markovian) one-species system introduced Talay-Tomašević (2020) and further studied by the authors (2023).