>>715148303
It's 'soft' referenced. Kitasan and so on will mention Bakushin (their Grandpa) feeling familiar. Horses with Family names like Mejiro will typically be referenced to be related. Umayuru also had a funny epsiode where Vodka and Scarlet bragged about their dads (Tanino Gimlet and Agnes Tachyon). The episode ended with the parents bragging about their kids. That being said they'll never out-right admit the relation IN-VERSE. Which in part works since they're reincarnated from our world, so you could say they're 'spiritually' invested in each other rather than blood-invested. It's a convenient out to keep them pure and maintain horse lore.
