You are not dumb at all! I only figured Sayra was related to Katya because of her skin colour after I saw Mrs. White's appearance. After all, these three (including Katya) are the only one in the game with deep skin.
Additionally, the little hints and interaction with her made it click for me eventually ^^( like Gisette and her arguing if they are invited to the girl's night.. huge hint of the future..)