According to the Dragon Ball wikia article Great Priest
Vados, Whis, Cus, Marcarita, Martinu and Korn are children of the Great Priest. What about the other angels? Are they also children of the Great Priest or who's his father?
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Well as of now, it has been confirmed to a certainty in the anime that Whis and Vados are siblings. As for the other angels, the reason you see them being linked as sisters on the wiki page is because of this image(linked here) posted on Instagram by Toyotaro listing Vados, Whis, Cus, Maracarita and Marinu as siblings.
The post translates to "4 Beautiful Sisters".
Personal Opinion: I personally believed at the start that it was very likely that all the angels are kids of the grand priest. However, after episode 118, my opinion of the same has changed. After Universe 6 is erased, we see Vados immediately going towards Whis as seen in the picture below. We also know that this isn't temporary as Vados is seated next to Whis in episode 119. We don't see any of the other angels joining another Universe or being seated next to another angel once their universe is erased. Please Note: There is a very high possibility that this doesn't mean anything and it was only because Vados and Whis might be very close since they are from parallel universes, or they might be two siblings who get along and don't get along with the others or only the two of them might be siblings and we don't know for sure.
Hence, there is no actual answer to your question and it's personally up to you to decide what you believe in.