Roshar was created by Adonalsium before Adonalsium was shattered, he created the Parshendi/listeners/whatever you want to call them, and the spren, those spren are referenced by Syl when she mentions the spren with four genders, I think it was in OB, and then Honor and Cultivation came and some spren were created maybe, not sure how it works maybe they were changed but Idk, by their shardic influence, then Odium came and more spren were created/changed from his influence, then humans came and a bunch of spren were created by their influence and tendency to personify things. Then honor splintered and that probably changed some things
I believe the sibling is another god spren, similar to the stormfather and the nightwatcher, though its unclear if it is related to Odium or a combination of Honor and Cultivation kind of like how the Surges are