I am pretty sure they are cousins, Mut@t@, although, I don't know how. The relationship hasn not been concretely established. For all we know, she could be a cousin-in-law or adopted, and she might not be blood related at all. Or they could be distant cousins...

After thinking about beginning of the series, I am wondering why the guy with the glasses (forgot his name) did not get killed by Lucy. He had a red hand mark on his back, and he was not afraid of Lucy at all. I wonder if he has any special powers to block her, or maybe Lucy respects him in a different way. In the Nana scene, he approached Nana and Lucy, without any fear. I wonder...