The problem is… there is a prototype Winter Queen in Zerith Mortis as part of the Prototype Pantheon encounter in SotFO.
Saying she is not one of the OG Eternal Ones when she is clearly one of them doesn’t really work.
It could be a case where The Winter Queen and Elune are not really sisters, just that their roles in the cosmic order helps paint them as such. I mean Malygos calls Alexstrasza his sister when you kill him. Even though neither of them are biologically related. Nor that any of their respective consorts are biologically related either, so no “in law” stuff there.
Either that or they are sisters and the First Ones just slapped their souls into their respective constructs eons ago.