Note: The question was: "It is said that the Nightrays had some sort of affiliation with the orphans of Fiona. What were you personal experiences with some of them such as James, John, and Helen? More importantly, what about Sister Fiona herself?"
Head canon fact: Judeo-Christian faiths as we know them do not exist in the world of Pandora Hearts. Instead, people believe in various gods, demons, and angels (some even worship the Abyss and its Chains). A subsection of the population believe in the "Outsider faith" i.e. the old religion that once flourished in the country and is still worshipped widely in other parts of the world; that is where much of the Judeo-Christian imagery comes from, though their roots and meanings are not exactly the same. Besides the "Outsider faith" there are many other smaller cults and explorations into the occult i.e. – Yura's cult, the cult from the Caucus Race.
XVII. The House of Fiona
The House of Fiona was initially Mother's proposal: she had always been the most religious one in the family, since she and her relations are the adherents to the Outsider faith, an ancient religion had existed hundreds of years before the manifestation of the Abyss (and how can one conceive of that nowadays?). Throughout her life, Mother had championed causes for the downtrodden, and upon encountering a trio of youngsters in the street one day, she was so touched by their predicament that she proposed to her salon friends for them to advocate for these street children somehow.
Upon recognizing the latest sentimental affectation of hers, Father suggested that an orphanage would be built in cooperation with a nunnery in league with a minor sect in the Outsider faith. I considered his agreement indulgent as best, especially Father had never expressed interest in charitable matters before.
Sister Fiona he had recruited specially from a reclusive nunnery on the eastern border; I investigated her background for Pandora's dossier, and, interestingly enough, the woman had not been a devout her entire life, but took the veil after the deaths of her husband and child at the hands of Chains. Perhaps that was why she was fond of taking in orphans of that persuasion.
I visited the Home once upon Father's request that some sealed Pandora files from our research division to be delivered to the Sister herself, though I never encountered any of the residents myself. I wondered, off-handedly at the time, why Father would transmit these records in particular to the orphanage, and can only assume they were to assist these good Samaritans in pursuit of their worthy cause…