Housing two females together is not highly recommended, however I know that some of our respected breeders and retired breeders of hedgehogs have had mother/daughter housing in the same cage.
If you do so its important to have an ample size cage with two of all of the following to help deter any issues which could result in one attacking the other:
- Two Water Dishes
- Two Food Dishes
- Two Houses
- Two Solid Wheels
Please review the following topics for more info which will assist you in this decision:
Housing two hedgehogs together
Housing two hedgehogs goes bad
I think its nice to have females out together for supervised playtime if they can tolerate each other otherwise since Hedgehogs are solitary creatures they don't need a companion. While it isn't unheard of that hedgehogs will form a unique bond with a fellow hedgehog, it is more common that they will end up wanting to use the same wheel at the same time or a water dish or certain house and potential fight over it because they want privacy and/or space.
Hedgehogs that live together have been known to live together fine for long periods of time and then something happens and can result in injuries and sometimes fatal results. The reality is that it is also likely to happen when all the people are sleeping and even if you weren't it only takes a few seconds to leave lasting damage/injury to a hedgehog from another.
Most people here will say its not worth the risk, however if done it is recommended they be related and have always lived together though most people I hear talk more of mother/daughter then sister/sister so perhaps someone can better enlighten you on that specific.