You can give them both the same "secondary parent". This is a little convoluted, and someone else might have a cleaner way to do it:
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Click on one of the siblings
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Click on the "Add secondary parents" button on the left
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If your parental type was not set, or was set to adoptive, then you can simply choose "Add biological parents (was adopted)" from the list. If you are already set as the biological parents, then you'll have to change your parental type first. You do that by ckicking on one of the siblings, clicking on the "change or delete" button on the left, and then "Change parents".
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Once you have one sibling set with the correct two sets of parents, you click on the other sibling, click "Change or delete", then "Change parents" then choose the biological parents from the dropdown (it looks like a text box, but is a drop down).