The first one is found in Musnad Imam Ahmad 21958 and Musannaf Ibn Abi Shaibah 21997:
عَنْ كَعْبٍ، قالَ: «لَأنْ أزْنِيَ ثَلاثًا وثَلاثِينَ زَنْيَةً أحَبُّ إلَيَّ مِن أنْ آكُلَ دِرْهَمَ رِبًا يَعْلَمُ اللَّهُ أنِّي أكَلْتُهُ حِينَ أكَلْتُهُ رِبًا»
Ka'ab (RA) said, "That I would commit Zina 33 times is more beloved to me than if I would consume one dirham of interest, while Allah knows what I am consuming when I consume interest.
This seems to be a statement from Ka'ab (RA), not the Prophet (SAW). Some people have raised it to the Prophet (SAW). But, Ad-Daraqtani and others commented that this (i.e. attributing it to the Sahabi Ka'ab) is more authentic than attributing it to the Prophet (SAW).
The second is found in Sunan Ibn Majah:
There are seventy degrees of usury, the least of which is equivalent to a man having intercourse with his mother (Sunan Ibn Majah)
Most scholars considered this hadith Sahih. Al-Hakim said it is Sahih upon the condition of Bukhari and Muslim. Some did not consider it Sahih. As you can see, Darussalam graded it Hasan.