I'd say that all depends on at what point both are at in their Echoes overall~ Possible scenarios include:
- Sarah was a druid or some sort of nature magician or spirit, and Cinderella was her familiar of some kind.
- Sarah was a druid or some sort of nature magician or spirit, Cinderella was a human woman transformed into a pony, the two partnered up because Sarah having an affinity for animals could most inconspicuously communicate with her, and reincarnation has brought them back together to reattain their true forms.
- They were sisters in some wooded fantasy village and both of them started magically shapeshifting.
- Many others I'm sure.

Annnd you could probably do it a load better than I am!