Julier Amy was unrelated to anyone. Eddie told it straight when he told Grace Amy had basically showed up, looking for work and a place to stay, and he took her in. I think he said something like, "Laurelfield has always taken in strays." Amy had come from an abusive situation.
Elizabeth She lived in Florida and followed a man to Illinois. Evidently, she left an abusive family, situation, leaving a younger sister named Elizabeth behind, which made her feel guilty. She sent her money after she became Gracie and as soon as Elizabeth was old enough to cash checks. At the end, Amy/Gracie said that she was going to go see her sister.