Ryoshu was created by the House of Spiders for the sake of wielding Arayashiki, a Relic in the form of a sword that erases whatever it cleaves through as though it had never existed. However, wielding this power takes a toll; Ryoshu's own memories are shredded whenever she unsheathes the blade. She is canonically shown to dissociate and struggle to recall her fragmented memories, and due to the abuse she suffered at the hands of the Nursefathers, the figures in her life who were supposed to be her parents, she very likely has the trauma.
Sancho is a Bloodfiend, essentially a vampire, and her father figure was the original Don Quixote. In the past, she erased her memories, suppressing them by drinking from the River Lethe. Nowadays, she herself is known as Don Quixote, as that is the name written on her shoes, who were given to her by her father. When she takes off her shoes, however, she becomes Sancho, reverting back to her "original" personality and having all of her memories. After Canto VII: The Dream Ending, however, while she continues to be Don Quixote, accepting both parts of herself, Sancho is constantly thirsty for blood when the shoes are removed, as she has to feed the kindred below her due to the death of her father.
