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I think it is pretty clear that all 3 current maidens are the offspring of previous maidens. I agree, though, that this raises a bit of a mystery: If there are 3, and only 3, maiden bloodlines, it would imply that Nagi is related to one of the 3.
The most obvious process for succession between maidens is that the eldest daughter of one Maiden fills her place once she is old enough. If this were the only way for a girl to become a Maiden, and there are only ever 3 Maidens, then the fact that Nagi's Mom was a Maiden would guarantee that he is the brother of one of the current Maidens.
There are other possibilities, though. It is certain that the cult would have a mechanism for replacing a Maiden line if it was terminated for some reason. Otherwise, if a maiden died before giving birth, there would be no way to replace the missing Maiden. If Nagi's Mom left the island before giving birth and never came back, then the elders probably selected another woman to fill her place. That woman then gave birth to one of the three current Maidens.
Another possibility is that there are usually 4 maidens, but Nagi's Mom taking off reduced it to 3 in this generation. Perhaps the elders would select 2 daughters from the next generation to be Maidens, or they would elect one.
It's an interesting mystery, though, and one that again highlights how little we know about their parents!
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