Rough visual idea of what they look like, sans whip and hair-tree-flower-thing.

Hair color is spot on, as is skin tone. Eye color for both is a light smokey gray. They're both fairly short for human women, and rather scrawny looking, though not unhealthily so, tending toward lean, flexible muscle rather than mass. ((Low STR, High DEX, Med CON))
The only easily noticeable differences between them visually are the coloring of their clothing (Red for Cyrrha, Blue for Lyrrha) and the ribbons of the same colors they use to tie back their hair.
Anyone spending enough time with the two of them may pick up more subtle quirks, such as Lyrrha's habit of fidgeting or swinging her feet and Cyrrha's tendency to rub the bridge of her nose or temple.
Personality wise, the differences are glaring enough not to be worth mentioning. If you're curious, stop and talk to them.
Think that about sums up what I can post for now. I'll edit later, and let ComedyOfErrors post the first story bit when we figure out some things.
Thanks for reading!