About the SDM and the Vampire Hunter theory i do think sometimes it works this way:
During Medieval Age/Renaissance Age Europe:
> Vampires are being hunted in all Europe.
> "Sakuya's" parents (and clan) fought Remilia and Flandre's parents, believing they could attain at least mutual destruction.
> Due inespecific circunstances, some vampire hunters are born with special abilities/strange powers: the girl that will be known one day as "Sakuya" is one of them.
> "Sakuya's" parents/clan failed and got destroyed as result. Only one of the "Scarlet family" got killed. The children were unharmed. One got severely injured, but it is still alive.
> Without parents and clan, the girl, still at young age and without proper training, put her life at stake and tried to take revenge. And lost. The surviving Scarlet lord/lady took interest in the girl due her rare power, rare even among vampires and offered a chance to finally kill him/her, since he/she at the verge of death (harm caused at the battle against the vampire hunters) - the mercy stroke. The offer came with conditions: she would take care of the two girls and prevent them from going berserk (since this could endanger her lives). Without parents and resources and purpose, this was a nice offer.
> Sakuya's name and memories:
----- It could be easier for her to live without past memories. A geas was used.
----- Even if she doesn't remember, the "Izayoi" of her name is related to the night she appeared and fought the remaining lord/lady of the castle: the sixteenth night after the battle.
> Before finally dying, the old lord/lady told about an acquainted scholar that was researching about "a land in the east where a multitude of creatures, men and monsters live": that could ensure a "healthy life" for their vampire children.
Going east:
> While searching for the scholar, a.k.a Patchouli Knowledge, to feed the girls, Sakuya had to commit crimes, so they couldn't stay for much time in the same place (maybe Remilia has the power to move the castle, as its owner. Something like Arcueid and her Marble Phantasm Brunestud Castle).
> The scholar is found.
> With the scholar's help Flandre is sealed within the castle: her powers are dangerous. And they do not a little girl whining and destroying everything. Since she's inside a sealed place, she's transported with the castle from place to place.
> Patchouli discovers that they must travel the sea and search for an island. Meiling is found in a little village in what we know as China. Thanks to her origin, she's a victim of their neighbors. With one more person living inside the castle (Patchouli), "Sakuya" needs help. The girl, about the same age as Sakuya starts travelling with them as the gatekeeper.