Sandy never refers to Daria as Quinn's sister. Instead she refers to her as Quinn's "cousin or whatever", "that girl that lives with you or whatever" or "that exchange student that stays with you or whatever" to Quinn.
The last episode of the show's half-hour series, the fifth season's Daria: Boxing Daria (2001), was written to close out the show. After the creators were offered by MTV an option for another half-season (6-7 episodes) and fans begged for more, co-creator Glenn Eichler decided instead to make a 90-minute TV-movie, Daria in 'Is It College Yet?' (2002), as the official finale.
There is a small recurring joke involving Trent writing song lyrics as he's doing something else (such as driving). He always hits a snag, needing a rhyme for an "ane"/"ame" sound, at which point somebody suggests "My soul's waves of grain" - which is a lyric first performed in a Mystik Spyral song in the second season episode "Ill". This happens both in Daria: Camp Fear (2001) and Daria: It Happened One Nut (1999); in the latter episode, Trent vaguely remarks, "I've heard that somewhere before."
Jamie's last name White is revealed in Daria: Fair Enough (1998). The last names of Joey and Jeffy are never mentioned. Tiffany's last name Blum-Deckler is mentioned in Daria: The Invitation (1997), but it isn't a specific reference to her.
One running gag involves Quinn's refusal to acknowledge Daria as her sister in public (until season 5). Usually, Daria is referred to as her "cousin" but has also been called by Quinn, the Fashion Club, and various others as, among other things: "That girl who lives with Quinn", Quinn's "little friend", a cabana girl (namely the "cabana girl's distant cousin"), a visiting exchange student, a relative, an au pair, a hotel maid, an out-of-town volunteer worker, a librarian, and a member of the Witness Protection Program. Quinn also called herself Daria's "trainer".