In mine they are cousins, their fathers being siblings.
The two were close when they were young, even tho they mostly saw each other at family gatherings. They called each Dusty and Stingy, getting a kick out of their nicknames not really fitting one other.
They were young teens when they decided they wanted to join the Wonderbolts, but years later, because Lightning was older than Sky, she became a cadet sooner.
After being kicked out, and after she decided to create the Washouts, Lightning hoped Sky would join. However, he wanted to still try and become a Wonderbolt (now together with his foalhood best friend, Vapor Trail). This rejection put a pretty big dent into their relationship, which made future family gatherings pretty awkward.
In my AU, Lightning has a change of character, so later they fix their friendship.
The pony in the background to the far left is Lightning’s dad. Didn’t thought much about his design and character, cos his not gonna come up in future drawing. If that changes I may come back to this drawing and edit it a bit.