I moved this to the end to keep from interrupting the flow of the fiction.
I'm going to try and explain a few things that people aren't understanding (not that its anyone's fault. I've interpreted literature and poems completely wrong before. It's all in how the person personally interprets it).
Hiei and Zan are not blood brothers. They are not related at all. Well, let me rephrase that. You see, Zan's mother and Hiei's father are both fire demons, and considering that Zan and Hiei look so similar, it is possible their parents are related. They might be distant cousins or something like that (it's the reader's choice at this point really. You can theorize their parents were related or you can just believe they look alike due to a freaky twist of fate. I'm not telling you the real answer yet...:P) However, Zan is youko/fire demon and Hiei is fire demon/koorime. They have completely different parents.
When Zan calls Hiei 'Brother' and vice versa, it's symbolic. Both are abandoned children who need a family to latch onto, so the two half-fire demons kind of adopt each other and make a family of their own. Thus they are "brothers."
Now onto the Yukina problem. The English dub has the following line from Hiei about Yukina: "She and I have different mothers. We're only half- siblings." Upon hearing this, I threw my remote at the TV. ;) Not really, but truth is Hiei and Yukina had the exact same mother, just different FATHERS. Koorime are a race of all females, and they reproduce bisexually (don't quote me on this. I only say so because Hina (Hiei's mother) was pregnant with Hiei and Yukina, and she got pregnant by a male, so asexual doesn't make much sense). In other words, a koorime impregnates herself and has another female child. Hina, against the rules of her society, made love with a fire demon male around the same time her own body impregnated itself. Yukina is the child of Hina solely, and Hiei is the product of Hina and a fire demon. (Some may argue Yukina could be the child of Hina and the fire demon and just turned out an ice demon like her mother while Hiei gained his father's powers. This may also be true. There is no specific evidence to support or deny either claim as far as I am aware unless in the Japanese version Hiei does say that they are matter- of-factly half-siblings.)
Now as far as relationships between Hiei and Yukina. Hiei and Yukina are twins. They are related. Yukina and Zan are not related at all. Youko Kurama is not Yukina or Hiei's father. Hiei and Zan's soul merged in Zan's body. Thus, the body Hiei now resides in has no relation to Yukina whatsoever, but it is still the body of Youko Kurama's son. Hiei and Yukina are only related right now because at one time Hiei's body was related to Yukina, and in their souls, they are still brother and sister. The soul of Hiei and the body and soul of Yukina both came into this world through the same woman, and as far as they are (or I am) concerned, that still makes them brother and sister.
Zan's relationship with Yukina (had he ever met her) would've been another adoptive brother/sister one. Hiei is Zan's adopted brother, therefore, Zan would love Yukina as he loves Hiei.
Kurama's relationship with Yukina right now is strictly protective. Because Hiei is part of his son now, and Hiei loves Yukina, Kurama is slightly protective of her. He only cares about her because she's someone important to someone he loves. He might start to take her under his wing as she and Hiei grow closer.
So what did we learn today?
Youko Kurama mates Female fire demon = Zan
Hina mates herself/Male fire demon = Yukina
Hina mates Male fire demon = Hiei
Hiei relation Yukina = Half siblings
Hiei relation Zan = Adopted brothers
Zan relation Yukina = Adopted Brother/Adopted Sister
Zan merged with Hiei = Hiei-Zan
Hiei-Zan relation Yukina = Soul siblings/Half siblings
Kurama relation Hiei = None
Kurama relation Zan = Father/Son
Kurama relation Hiei-Zan = Father/Son
Kurama relation Yukina = Friendly/Protective
Hina relation Hiei = Mother/Son
Hina relation Zan = None
Hina relation Hiei-Zan = Mother/Son
Hina relation Yukina = Mother/Daughter
Zan's Mother's Relations
Female fire demon relation Hiei = None
Female fire demon relation Zan = Mother/Son
Female fire demon relation Hiei-Zan = Mother/Son
Female fire demon relation Yukina = None
Hiei's Father's Relations
Male fire demon relation Hiei = Father/Son
Male fire demon relation Zan = None
Male fire demon relation Hiei-Zan = Father/Son
Male fire demon relation Yukina = Maybe Father/Daughter (not sure)
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