Kurt isn't aware of his lineage, but if what you say is true then he'd be aware of her for usre, especially if she came in from under Mystique's wing. He has no idea who she is other than a villainous mutant. That's something I've always enjoyed playing out on previous sites. But! With Rogue, if she's been with the X-Men for a hot minute, Kurt's been around the block himself for a few years now. As with Jean, I'm more than happy to start with basic familiarity to ease into deeper friendships. (I'm going to add a note to this plotter regarding X-Men on that same note...)
They can mope about their insecurities (Rogue's inability to touch, Kurt's religious conflict and being a devil, etc, etc). If you have any idea of a scene with the two, even as simple as getting lunch I'm down.
I'm not sure how to roll with Elektra and I'm unfamiliar with Yo-Yo... Wanda, however... Kurt and she had a daughter in an alternate reality, so that's something? I can see a sort of sympathetic situation between their lots in life, trying to do good in a world that fears them and all.
And dead brother bonding.