NijiEN has the design philosophy of pic related.
They tend to release waves in pairs, Light and Dark. So Obsydia is the dark version of Lazulight.
Therefore:
Elira is the Solar Sky Dragon, while Selen is the Lunar Sky Dragon.
Finana is a warm-water mermaid, while Petra is a cold-water penguin.
Rosemi and Pomu are both forest creatures.
But how is Rosemi, the rose maiden, "dark"? During the pre-debut hype, it's clear that she was intended to be a yandere/femdom character, which is why she started calling her fans "butas" (piggies).
Notice during the teaser video, she says "In darkness I bloom":
https://www.youtube.com/watch?v=eqfFxdtsl6EAnd in Black Out, she is called "satan" twice, once at 0:24 seconds, and another time in the background at 0:44 seconds:
https://www.youtube.com/watch?v=D-V0EHF30rkNobody really did anything with this lore, until Rosemi's lore series over the past 3 months. The storyline came to a conclusion during her outfit reveal stream, when she battles Diablo and becomes Satan incarnate. Even Vox bowed his head on twitter. Thus Rosemi is now canonically Satan, master of hell. Which means everyone living in hell bows to her, which includes a significant portion of the Nijisanji characters (considering Ethyria's theme was heaven/hell).