The wanting to be with the sister is a security thing and can be the oldest with the youngest as often as the youngest with the older one. They are using the sibling as a substitute for mom. I have had issues with siblings this way when putting the one group ie the older ones in the kitchen to play a game or craft and kept the younger ones in the play area next door or had to tell an older child to go play and leave the younger sibling alone to do their own thing that their job at daycare was not to be at the beck and call of the older sibling.