I don't think they know each other very well. They came together due to the Clan Battles originally, but they don't seem to be very thoughtful of one another (or of Shuji, tbh).
I think they're all at "acquaintanceship" level. Like kids who belong to the same extracurricular.
That's sort of the vibe I get, but their behavior in 05 implies a closer relationship. That is, Machu getting so upset about the cop hassling Nyaan she kicks him in the balls and Nyaan entering a potentially lethal fight in her stead without even knowing how the controls work.
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I think they're all at "acquaintanceship" level. Like kids who belong to the same extracurricular.