Those records you reference are the only two records indicating they (Catherine and Annie) are sisters.
Catherine is Annie's mother and apparently she lied to her husband* about who Annie was. Annie is my grandmother and she knew Catherine was her mother. She also knew she had an older sister Cassie (Catherine, I think but she went by Cassie) by the same father (each daughter was raised by one parent--one in England and the other in the US.)
Cassie later immigrated to the US in the mid 1920's and because there were so many lies surrounding Catherine and Annie I was hoping to find Annie and Catherine's ancestors through Cassie (who I am hoping has no lies in her background.) Additionally, it could really confirm that Catherine is Annie's mother and not her sister ...
*Catherine met an American sailor (Edward Sammon) during WWI, married him, and immediately immigrated to the US with Annie, which is when the confusion begins.
In addition to that, Annie went by Nancy Monica Sammon periodically in the 1920's (I have some of her school records) but also went by Annie James. After high school she fully became Nancy and Annie disappeared. My aunt (her youngest daughter) saw a birth certificate once that had the name Annie James on it but when her mom, Annie/Nancy, caught her looking at it she took it and destroyed it. Also my mom (Annie's oldest daughter) met Cassie once about 1960 when she first moved to California.