Jesse is Canary's cousin, and Canary is not happy about this fact. It makes things worse that they first met during a very difficult time for Canary personally - it makes her feel like Jesse being along for the ride only made things worse.

Canary genuinely considers Replay to have metaphorically saved her life. After her entire life came crashing down around her, she moved to the small town that Replay had found herself in, and eventually worked up the nerve to reach out to her new neighbor. The two of them slowly became closer friends after this, and began to depend on each other both when times are tough, or when all is well.

Replay had given up hope on ever forming any connections in her life after faulting herself for the death of someone close to her. Canary proved that wrong, moving into town and reaching out. This began a friendship that would only strengthen over time. Replay wouldn't know what to do with herself if not for her friendship with Canary, and she's glad to have her in her life.