If anything I would say the Winter Queen and Freya have the most in common. Freya was the one to create the Emerald Dream, Freya who empowered the Dragon Aspects, and Freya that created the Wild Gods too. It was all power given by Eonar but that doesn't get the credit.
The Keepers and the Eternal Ones are capable of very similar feats. Both are able to create stable afterlife dimensions (Emerald Dream, Halls of Valor, Helheim). Both can essentially manufacture intelligent life within their realms. Denathrius makes Stoneborn like Loken made Iron Vrykul. The Keepers are basically directly responsible for all native life on Azeroth. Both are powered by an energy source called
Anima. Denathrius vs. Thorim is a better power level comparison based on how strong he is in-game.
First Ones ordered the Shadowlands and then created the Eternal Ones to run the place.
The Titans ordered Azeroth and then created the Titan Keepers to run the place.
So the Winter Queen regarding Freya as one of her sisters, and Ysera her pet, makes a lot of sense.
It could make actual literal sense if the First Ones = The Titans in which case Eonar would have been responsible for both Freya and the Winter Queen. That would be a boring twist to the secret of who the First Ones are though.