Well, you should choose, which or if any you do like and then go for her and tell the other, that you are not interested. But
@ReptilePZ option would be fine too and maybe the safe one, cause it can be quite likely that you end up like that either way. Though a girl claiming to be your fiance sounds a bit dangerous and I would rather avoid her.
When I first read your post, I thought, you were actually engaged, but she seems to be not interested in you, but her sister is.
There are two statements I heard about women understanding women:
"Women don't understand themselves either." or
"Women understand women and they hate each other."
Neither is very promising. But I guess the best thing as
@ReptilePZ said is to just tell them, be honest and ask them what they want. At least then you can make them have to decide or if they can't tell them, that you don't want to be hanging in the air. But women are quite skilled in weaseling out of such discussions, so be careful, that you actually end up with a yes or no answer.
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@freakie1one Wow, you have a lot of female admirers. ^^ But it is really a mess, so not necessarily something to envy you about. Sad about stupid passport thing. Annoying, when a technicality gets in the way.