I am of the impression that Fang feels very responsible for Vanille on some level, whilst at the same time Vanille is extremely caring for those people that she gets to know. With this in mind, pretty much all of the different relationships you can think of could be put together. Mother, sister, lover, friend. But for me, without any real solid reasoning, the two of them are just two friends who have built up a bond to the point of feeling like family. And given what history they have together, this is entirely understandable.