@marianolinx
I mean, this is from a Drama CD, so you would need to listen to that as that's where it all comes from, because Nasu decided to drop random lore onto something that was supposed to simply be a promotion.
Essentially, Hibiki and Chikagi both are related to Caubac Alcatraz, one of the 27 Dead Apostle Ancestors (if you are not familiar, essentially super vampires above regular vampires). Caubac Alcatraz was formerly a mage whose research eventually resulted in him becoming a vampire. His research was labyrinths and he liked to create various labyrinths and one day created his Great Labyrinth to protect the magnum opus of his research, Holy Scripture Triten. But he accidentally trapped himself inside and has been ever since.
Now what does this have to do with our two girls? Well, Hibiki is actually the aforementioned Holy Scripture Triten somehow, hence why she becomes an androgynous albino thing, while Chikagi is the key to Alcatraz's prison and labyrinth. That's the gist of it (there are hints about the exact nature of Holy Scripture Triten that have to do with FGO and Fate/strange fake, but this is another story).
As for
@randude14, the above answer your question, but I will add that Sunao Sugata (the blonde girl) is a Burial Agency trainee, basically a Catholic vampire hunter.
If I'm not being clear enough, if you are unfamiliar with wtf I'm talking about or are just annoyed at me being patronizing, please tell me.