Actually it's canon that they are, according to the artist, but...Amelia doesn't know it, and Naga's never around when she is. They've spoken once and Naga didn't introduce herself as more than "Lina's friend". She may be keeping it secret.
kenjikonata said: Amelia and Naga are rumored as sisters.
Glad you could join the club :p
Still, it's pretty awesome to look for the hints while you don't know. Ever noticed the white serpent in Seyruun's coat arms, or caught one of Amelia's comments about an older sister, her mother, Lina's Naga-esque laugh etcetra. And of course, Revo' went out of its way to hammer it in even further. :p There's also a joke in "The Hourglass of Falces" manga about Amelia worrying if she'll need to wear a "bondage" outfit eventually due to Seyruun tradition :p