How about Bellatrix and Narcissa? It's clear in "Spinner's End" that Bellatrix is not only worried about Narcissa going to Snape for help because she suspects Snape’s loyalty to the Dark Lord, but also because if he is loyal, that will put Narcissa in danger of exposure for leaking the plot. I definitely get a sense of ‘protective elder sister’ about Bella throughout the scene - standing behind the sofa etc.