I really don't understand this angle about Vrtra "whining" about his sister. She disappeared thousands of years ago, in the meantime he led his own nation (and did pretty good at it, compared to the rest of the world).

He tried to rescue her, but quickly abandoned because he decided to make his people come first.

And now he has an opportunity to try to save her, i don't see how he is whining ?
Even in the void i don't remember him getting annoying with his mentions of his sister.
He simply ask details to the voidsent he saw.

Nidhogg was way more "whiny" about his sister (with good reason i conceid).
Vrtra have a complete personality and goals that doesn't around his sister, it is simply his present goal and reason to accompany us.