Quick theory with practically no supporting evidence, but just happened to cross my mind:
What if Cinder was one of Jaune's sisters?
Jaune has seven unnamed sisters, and the only fairytale/myth I know about seven sisters is the story of the pleiades. They are sometimes referred to as mountains, but also as a star constellation. The reason I think Cinder could be one of them is that according to the myth, you can only see six of the stars because one of them is "Fallen" and descended to this world. This could mean that Cinder is either Merope ("mortal") or Electra ("Amber") as different iterations of the story state that a different sister fell. Additionally, it's hinted that Jaune's semblance may be related to the rainbow, and his sisters as well, with there being seven colours. It could therefore be possible that each sister is based off of a different colour, and has powers associated with it. Cinder could be either red or yellow, meaning her fire powers, or at least, her association with fire could be explained. Also - Jaune's face looked pretty surprised when he heard Cinder's voice, though this could of course easily be because he'd just seen bae tear a person to pieces.
There is a lot of other stuff in the myth that hints towards it being related to Jaune, and possibly Cinder (or Amber as I think about it), like their father being called "Atlas" and stuff, but I'd run the risk of making more mistakes if I tried to go any more in depth with this story (I really don't know it well enough)
