I knew someone would ask this.
(Also, shout out to Cleopatra3333 who helps us with lots of questions for our friend, Starlight.
Now, she is supporting me with questions! Thanks heaps!)
Well, it all started when we was in our 'teens'.
My sister told us once to 'Get a life!' after we pranked her hard... so we googled 'how to get a life' (It was totally a thing back then) and it came up with a few random suggestions about self and start parenthood.
So, after consulting with Sombra, we agreed to adopt a filly.
And that filly happened to be Cadence.
So, that's why Cadence is our sister's niece.
And with Blueblood? Well, he isn't exactly Celly's nephew... as a teen Cadence decided to pretend that she had married Blueblood, and so he was treated like royalty.
But of course, at the time, I was in the moon, so this is what came from Cadence.
Then, in some point of time during Twilight's filly hood, Cadence and Shining Armour met, and Blueblood transformed into a snooty idiot due to this.
So that is the truth behind Princess 'Mi Amore Cadenza'
(Oh, and that was my nickname for her during her filly hood)
So technically, I am her mother!!