Wait he doesn't know the two girls but they know him? Is there a splinter group paralel to SG?
Well remember that Cid thinks that Shadow Garden isn't real anymore and that's only the girls role-playing when he is around. So he doesn't know the scale of the organisation.
He met Nina after the tournament arc. But we didn't know yet that she was a Member.
And yes, Zeta wants to power up Cid with the parts of Diabolos so, while she still act as a member, she is more doing whatever, with a select few, including Nina, possibly Mu.
So, no, Cid doesn't necessarily know the girls, except from the 7 founding members.