If Lucy had any siblings there is no record of them.
If St. Lucy had any siblings we are unaware of them or their names.
Saint Lucy had no siblings. She was an only child, but that didn't stop her from kicking butt and taking names in the name of her faith. So, no need to worry about any pesky brothers or sisters cramping her style.
All that is really known for certain of Saint Lucy is that she was a martyr in Syracuse, Sicily, during the Diocletian persecutions of 304 AD. Lucy is venerated as a saint by the Roman Catholic, Anglican, Lutheran, and Orthodox Churches. Early hagiographers have so embellished her life story that little, if any of it, can be taken seriously. Though the stories of her life cannot be regarded as accurate, there can be no doubt of the great veneration that was shown to St. Lucy by the early Church. Therefore, it is impossible to give a meaningful answer to your question. We have no idea if she had any siblings.
There is no record of any siblings Lucy may have had.
If Lucy had any brothers or sisters there is no record of them.
There is no surviving document telling us if Saint Lucy even had a hobby or if she had any friends.
At the time Lucy lived, people did not have last names. That did not begin for nearly 100 years after she died. If Lucy had any additional names, there is no record of them.
If Matthew had any siblings I can find no reference to them.
If Valentine of Rome had any siblings there is no record of them.
If Monica had any siblings, there is no surviving record of them.
There were no surnames in use during Lucy's life. If she had any other names we have no record of them.
No, Lucy founded no religious order.