LAST EDITED ON Sep-04-20 AT 09:10 PM (EDT)
 
Sakuya being an ex-vampire hunter actually predates the Touhouvania games, oddly enough. They never actually explain the relationship between Sakuya and Remilia, so fans are want to speculate. Sort of like how there is no confirmation that Meiling is, in fact, actually a dragon concealing herself as a human.

EDIT:

The WILDEST speculation of all, however, comes in the relationship between a character named Maribel Hearn and another one named Yukari Yakumo.