Abu al-Zinad (may Allah have mercy on him) said that the jurists of Madinah used to say: Any woman who performs tawaf of the House of Allah and then goes to perform the circuits of Safa and Marwah, and then her menstruation begins, should perform the circuits of Safa and Marwah in that very state of menstruation. The same applies to one who loses his ablution after performing tawaf of the House of Allah and before performing the sa'y.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 9356