McNally Sagal is Katey Sagal's sister in law. Married to her only brother.
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Nup. Actually the answer is Yup. Watching the commentary from Sons of Anarchy Season 2, Katey Sagal states that McNally is her sister-in-law. So, yes they are related, by marriage. I believe Katey has one brother (who I assume is McNally's husband) and twin sisters.
They are siblings
In the Season 2 Sons of Anarchy DVDs during an episode commentary Katey Segal confirms that McNally Segal is her sister in law.
no
Absolutely not.