I've never seen a one piece bridge/saddle but that doesn't mean there weren't any. For every rule there's a zillion exceptions, especially with old instruments. Nylguts are perfectly fine on these ukes. Everyone should keep in mind that most vintage ukes from the time were intended really for ADF#B tuning, and some "stinker" ukes for GCEA tuning come super alive and nice tuned up to ADF#B. I find that the case with most '20s to '30s Oscar Schmidt and also the Weymann ukes I've encountered.
RE the necks on Martins -- quartersawn mahogany is very tough and you'd be amazed how thin some other makes of period uke are compared to a Martin neck, also doing just fine with the nylguts. The beauty of the uke is that despite its very fragile-feeling nature, the build is almost always overkill for the relatively low tension gut/nylon/etc. strings put out.