My sweet fennel and bulb fennel never had a long enough season to set seeds, here. The dill shoots up, flowers, and sets seeds before the growing season is half over . . .
Fennel is Foeniculum vulgare.
Dill is Anethum graveolens.
Are you sure that those telling you that they will cross, know that to be true?
Dill, fennel, carrots and celery are all umbelliferas so they share the same pests except fennel get that weird catterpillar that pops out it's horns and makes a stink if you disturb it. I've never seen those catterpiggles on anything else.
If I want it as a vegetable I have to plant it but the wild variety grows in every field around here so I can collect seeds by the pound as spice. Unfortunately the wild ones don't have that bulb at the bottom.
I've never seen it anywhere but fennel but dill is a close relative so it's probably the same critter. I never looked it up to see what it turns into. Maybe I'll raise one someday and see. They sure do stink though. The skunk of the catterpiggle world.