Lovely, I just love Brugmansias and daturas. I have a yellow or golden like yours, a double yellow, the datura metal and a peach colored one. Only the doubles of mine produce seeds. Do not know why the singles do not.
I've read that only one species of the Brug's is self-fertile--Brugmansia arborea--and that you need at least two plants for all the rest, including the Ecuador Pink, to set seed.
Datura is a different genus than the Brugs, and is an annual, rather than a perennial, so it should set seed every year in order to reproduce. Don't know very much about Datura's, although I grew some white double ones about a decade ago in St. Petersburg, Florida, and they set seed.
Many beautiful hybrids of all species are often sterile, of course, because they are crosses of two different species, and can only be reproduced by cuttings. So it's hard to know exactly why any particular plant doesn't set seed--you have to know its exact botanical name and how it came about--naturally or hybridized--and how it specifically reproduces.
It sounds as if you have a nice collection of Brugs and Daturas. I only have the Ecuador Pink and three small white flowered Brug's I started from seed this Summer. I am going to take cuttings of my Ecuador Pink within a few weeks--I understand you can root them in water--and overwinter the little starts in a protected place--probably a makeshift greenhouse--so if my big plant in the ground doesn't make it this Winter, I will have all the cuttings next Spring. I've read you cut Brug's back by a third to take the cuttings and get the plant ready for Winter cold.