If I’m not mistaken, aren’t they supposed to be sisters? Twins in fact? It is in their card names.
Their blood relationship is a resounding "maybe". They have a bit of an intentionaly ambigous Kagamine Rin/Len thing going on.
"Evil★Twin" might be solely a reference to the cyber security concept, and it wouldn't be the first VTubers acting out a sister relationship, now would it? Their VBEX entry makes no mention of a them being siblings. We also got Luna and Sunny under the same archetype who seem to have an age gap.
At the other hand, I firmly believe they are the adopted daughters of Eldlich.