According to the Dragon Ball wikia article Great Priest
Well as of now, it has been confirmed to a certainty in
the anime that Whis and Vados are siblings. As for the other
angels, the reason you see them being linked as sisters on the wiki
page is because of this image(linked here) posted on Instagram by
Toyotaro listing Vados, Whis, Cus, Maracarita and Marinu as
The post translates to “4 Beautiful Sisters”.
Personal Opinion: I personally believed at the start that it was
very likely that all the angels are kids of the grand priest.
However, after episode 118, my opinion of the same has changed.
After Universe 6 is erased, we see Vados immediately going towards
Whis as seen in the picture below. We also know that this isn’t
temporary as Vados is seated next to Whis in episode 119. We don’t
see any of the other angels joining another Universe or being
seated next to another angel once their universe is erased.
Please Note: There is a very high possibility that this
doesn’t mean anything and it was only because Vados and Whis
might be very close since they are from parallel universes, or
they might be two siblings who get along and don’t get along
with the others or only the two of them might be
siblings and we don’t know for sure.