Okay, so probably the best thing I could do is display stuff in a timeline. Only one thing is canon here,
and that's Another Story (the 2187 section).
In order to entertain his three year old sibling, Romeo creates Lilith, an owl-like demon, and Hemi Jack, a fluffy sheep.
Romeo begins his career as an assassin, and twists Lilith into into her true form in order to help assist him. However, when he summons her to comfort Delilah, he forgot to soften her, and accidentally frightened Delilah. Because of this, he can't bring himself to use her anymore, and instead uses Hemi Jack.
Romeo uses the last of his strength to wake up Delilah before dying. They go on a rampage after Happy Chaos, losing control of their powers and almost wipes out a city from an informational collapse, but is peacefully subdued by Ramlethal and her team. Baiken takes them under her wing as their big sister, and they both give up their revenge on Happy Chaos.
Romeo's bed finally falls apart, causing great grief to Delilah. In order to keep them company, they teach themselves how to summon Lilith and Hemi Jack.
After years of research, Delilah revives their brother as a gear using his stone remains, remnants of the bed, and a sacrificed Hemi Jack they summoned. Displeased at his current situation, Romeo flees, causing distruction and chaos, before Also, Baiken gets her own old kimono fixed up, and passes it down to Delilah.
The Post War Administration Bureau finally captures Delilah for turning their brother into a gear, and potentially using Justice cells for his ressurection. The trial is brutal, with Baiken almost killing three men. Dr. Philippus Aureolus Theophrastus Bombastus von Hohenheim, also known as Dr. Paracelsus, A.B.A.'s creator, steps in. He argues that locking Delilah away would simply be a waste of talent, seeing as Romeo was very well crafted, despite the circumstances. He makes a deal that, instead of simply imprisioning them, he'd take them in for an alchemy appreniceship in Frasco. Here, they not only learn about the historty of alchemy, but they also learn how to create and how to tend to homunculli.