Vahl has a large family and this page explains all of the family members that we know
Vahl is obviously part of her own family.
Gaelan is Vahl's elder twin brother. Prior to Vahl's arrival in Skyrim, she believed Gaelan to be at home in Solstheim with her parents, but in reality is serving as a Captain in the Stormcloak Army. The only Dunmer to do so.
Vahl's Parents are not mentioned by Vahl. When Vahl arrived in Skyrim, she knew they would be back in Solstheim, with Gaelan. She went back to Solstheim they were not there. It is unknown where Vahl's parents are right now.
Farkas is Vahl's husband, he usually hunts for bears and makes sammiches for Vahl.
Sofie is one Vahl's adopted daughters, she used to sell flowers before Vahl adopted her. She is very spoiled and will not vote Vahl for High Queen.
Ma'isha is one of Vahl's adopted daughters, It is unknown on what she did before Vahl adopted her. Isha did vote Vahl for High Queen.
When Vahl married Farkas, that made Vilkas Vahl's brother in-law.