Okay so let's clear up a few things about the twins and TKA. Spoilers here if you have not played through chapter 7.
While Alexis fears them as should anyone else considering they are ancient vampires, which might also play a factor in why she never mentions them or TKA around Nathan. She also has built a friendship with them, and see understands how to navigate around them. The MC is still learning this. We need to understand that not all vampires look at humans the same way (don't forget how Charlotte was at first too).
So, in chapter 6 we learn that TKA was kidnapped by the hunters. The first person the twins look to for help is Alexis (that is a respectful thing). They respect her and so does TKA after building a relationship with them (not sexual just friendship to be 100% clear), we don't see this but it did happen (why else would she think of them to help train the MC). As for the MC, the twins/TKA are still learning about him, and sometimes people forget to hold back during training sessions or their jokes do not come off as jokes.
The MC is the one that steps up offering to help them save TKA, putting his life on the line to help save friends of Alexis and his (we all have that one friend we have stupid banter with that no one understands why you put up with). While I only showed a few sessions with the MC and the twins to save time they have been training together since those scenes. They are friends but the relationship is odd, once the twins saw what the MC was able to do to help (torture scene) them find TKA, they started to see him as more than just a human. Which in turn also earned a lot of respect from TKA for what the MC did for him and his girls. The twins are mentally unstable and childlike at times (well most of the time) but they are great at what they do, and great to have on your side. Also, the building they blew up was filled with hunters, you know the ones that kidnapped TKA, Cassie, and who knows how many others. Oh, don't forget the MC also asked the twins and TKA to get more information out of Kevin. Now I get people don't like the twins for several reasons, but they play an important role in book 1.