In the anime, it is hinted that Coco is the daughter of the king, but she does not seem like one, nor does anyone refer to her as one. Jellal (known as Mystogan in Earth Land) on the other hand is clearly the son and a prince and is more than a dozen times called prince. So that would make them siblings, but they don't act like they are siblings at all.

Are Coco and Jellal siblings? If so, why don't they act like it, and how come Coco doesn't appear to be a princess?