In the Voice of the Ocean. Melinoe also has Markings on her shoulders and upper back. Her markings are for flames while Aneesah's are for the ocean. You don't see Mel's markings because she wears a jacket. So when she takes the jacket off, siren Aneesah gets curious about the markings, convinced she has something in common with her. 

See Mel, now you've got them too, now there ARE six Sirens, (not really Only Borderlands fans will get this joke) P.S Angel is dang beautiful, at least to me.

Melinoe isn't really a siren herself. The marks on her's skin are scars/remains of her goddess state and representative of what power she has left, while Aneesah's marks symbolise a secret power she possesses, even she is unaware of it she can sing with a siren voice more powerful than other sirens. Melinoe's markings glow when she receives or uses power in her mortal state. Aneesah's marks glow when she feels strong emotions which make her secret power stronger. Her power is her voice...I'll explain that some other time. Also that blue thing is Aneesah's tail, which is longer compared to her mermaid counterpart.

Melinoe: Uh...siren, what are you...doing?

Angela: I think she wants to know about your makrings?

Melinoe: Look, you've got them too, no big deal.

Fun fact about wisp Angela...she can't read minds but she can feel others' emotions. If she puts the emotions with actions, she can understand one's intentions. Cool right. And she still swears. C'mon if she doesn't swear at least once it isn't our Angela