This is all being worked out right here in real-time on live web-TV. Don't have all the "details" at this moment, nor do I expect to. Concentrating more on "what" than "why".
I think the only way we know that Herod the Great had a sister was through Josephus. (Is she known at all from archaeology or other sources?) Cleopatra Selene was also a half-sister of Herod, but Josephus prefers to call her one of Herod's wives. Obviously he could not have called her a sister when writing for a Jewish audience. Both Cleopatra Selene and Salome would have been referred to generically as "Antonia" (as daughters of Antony), although both were not the biological daughters of Octavia. Cleopatra Selene, after the death of her actual mother Cleopatra VII, was adopted by Fulvia, but perhaps upon her early death Octavia stepped in as a mother figure to her.
It is more certain that Cleopatra Selene had two identities in Jerusalem, viz., Cleopatra of Jerusalem and Mariamne II. Perhaps she did not have two entirely different personas, residences, and even families in the same city, but I wouldn't be surprised either if she did. If so, I imagine she used different bakers or only shopped for bread as one personae or the other. Don't really know how they pulled it off.
I do suspect that fully segregated multiple identities, at least within a given locale, were often the impression created by writers of history (such as Josephus) who wanted to maintain some discretion in handling royal affairs. The roayl family of course knew the various titles and roles that each member played.
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