Okay, so let's do the count now.
Yor Briar (Thorn Princess) is a super-assassin of sort, and we know nothing about her "Boss" with whom she talked on the phone with once, not even on which side he's on or if he's just doing it for the highest bidder. She is native to Ostania and works there as an assassin.
Lloyd Forger (Twilight) is a super-spy of sort and a master of disguise. He's native to Westalis and works undercover in Ostania for the sake of maintaining peace and eliminating the threats to that peace.
Yuri Briar (no code-name) is native to Ostania and is a member of its Secret Police. He aims to hunt down spies from Westalis, with the most important target out of them being Twilight. We still don't know if the Thorn Princess is also hunted by the Secret Police.
Anya Forger (experiment #007) is an escaped laboratory esper, though more so just a mind reader of surface thoughts. She knows the hidden identities of all parties mentioned above (for Yuri, it's impossible for her to not figure it out next chapter).
So, here's the situation. Lloyd/Twilight has his own target, and he works solely for the sake of stopping a war from happening. Yuri targets him(but still doesn't know that) and maybe the Thorn Princess too (without knowing it's his sister). The Thorn Princess, Yor, in her case targets whoever her Boss calls her for without question(as far as we know), and we don't know if she might one day be sent after Twilight or some of his accomplices and fellow spies. However, from what we've seen so far she mostly seems to go after people with high status, but because of that she might get implicated with the Secret Police eventually.
Anya knows their all of their identities and we've no idea if she's ever going to tell her Pa that she can read minds(surface thoughts). If she does, it would help him a lot in his mission (and to clear misunderstandings).
All in all, this is a clusterfuck of a family situation, and I seriously hope that we're not heading into a misunderstanding galore of a scenario like many manga tend to do, irritatingly so.