The process of becoming a paragon requires that a person die and be resurrected in a magic ritual. How does the person die? Usually, they are murdered at the start of the ritual by their own parents. Nina's sister is kidnapped by a monster sent by her long-presumed-dead mother. Then, a mere few days later, she reappears as a full paragon. The only possible way she could become a paragon is if, in those few days, Nina's mother killed her own daughter and resurrected her. Later all but directly confirmed by Gloria herself.
Actually, it was probably a bit worse than that. The sequence of events was: (1) Nina discovers the existence of the paragons; (2) Marisa discovers Nina in the alley; (3) they argue; (4) the Great Beast appears and drags Marisa away, screaming. From start to finish, no more than two minutes elapse. Gloriana's "choice" to initiate Marisa instead of Nina was in all probability made years before, contingent on if either of them ever discovered the existence of the paragons- which Gloriana moved heaven and earth to prevent. In other words, Gloriana did not want either of them to become paragons, and the Great Beast's actions were a contingency enforced by the Great Beast on the orders of Gloriana's parents.
Moresoever, when the Great Beast takes Marisa to be reunited with her mother, Marisa is shown waking up in complete shock in the same waters surrounding the Grand Oasis Diner that we saw when Nina died and was resurrected. The Great Beast did not just carry her away. It killed her outright, and presented Gloriana with her dead body for her to resurrect. The choice Gloriana's parents left her with was this: "either resurrect one of your daughters as a paragon, or leave her as a corpse".
This also unfortunately means that Gloriana's own self-loathing reference to herself as a murderer was likely not a reference to her being responsible for Marisa's death-and-resurrection (which would qualify as "murder" on a mere technicality), but means she has actually committed just plain straight-up murder. Detective Alexis's reference to 400 people being killed by the cabals per year becomes a lot more disturbing in that light. Has Gloriana killed innocent people in the name of the cabals? Just how thoroughly has the kind, caring mother of Nina's childhood damned herself on her daughters' behalf?
Either "for Nina's own good" or else simply to maintain the masquerade,Gloria is hell-bent on erasing all memory of herself and eventually, even Nina's own sister, from Nina's mind. It is entirely possible that she is doing something quite similar to Nina' sister, as the logical outcome of her plans to uphold the masquerade are that the two sisters will be separated for the rest of their lives.
When Nina comes to Enrique in a panic and tells him about Marisa being kidnapped by a giant monster, he callously dismisses her- despite the fact that Marisa is indeed missing. This seems to be an establishing character moment for Enrique as a worthless absentee father. But if Gloria had succeeded in modifying Nina's memory to make her stop caring about her sister's disappearance and subsequent total absence from her life, this is exactly the attitude Nina herself would have had planted in her head. Was Enrique's memory modified? It would certainly not be the first time. And will it be modified again now that both of his daughters are paragons? Will he even be allowed to remember that he had a family in the first place?
For that matter, how much of Gloria and Enrique's failed marriage was actually Enrique's fault? Why would a man married to a woman like Gloria stray of his own volition? Was it of his own volition? In a world in which paragons can alter thoughts and memories, it would be child's play for Gloria's parents- who hold the nonmagical world in contempt- to arrange matters so that Enrique would do something to alienate Gloria's affections. Is that why Enrique "went crazy" after Gloria "died"?
And then there are the circumstances surrounding Nina's death. Nina had a premonition and overwhelming sense of dread in the week leading up to the Verdugo earthquake, correctly anticipating when it would happen. Paragons do appear to have premonitions, except that a 13-year old Nina was not a paragon at the time. When the earthquake happened, she ran as if compelled, going immediately out of the house, across the road, and directly to the one spot where she would be crushed... and was then immediately resurrected by Nina's grandparents, who happened to be both capable of doing so on the spot without advance notice and, based on their own dialogue, were fully aware that the earthquake was going to happen. All contingent on Gloria accepting their deal. Did they orchestrate this?
When forced to initiate one of her daughters as a paragon, Gloria specifically chooses Nina's sister (who is not ready for it, and would have to be murdered in a magic ritual before being resurrected as a paragon) over Nina (who has already died and been resurrected in a partial version of the same ritual) because, as Gloria rather cold-bloodedly states, Nina was her "favorite" daughter and she could not bear the thought of killing her to complete the paragon transformation. But Nina already died, and in her case that necessary precondition for paragonhood has already been fulfilled. Whatever Gloria's real reason for not wanting Nina to be a paragon, that cannot be it. there is something else going on here.
From a purely maternal perspective, Gloria's motivations for constantly trying to erase her daughter's memories also make no sense. Nina is, at the start of the story, a burgeoning alcoholic and drug addict, with a worthless absentee father and a senescent grandmother. She is barely able to hold a job, and with no reliable income, is likely to become jobless, penniless and homeless in short order within months without her sister- whom Gloria promptly kidnaps with the intention of permanently severing her from Nina's life. And Nina has OD'd on pills at least once already (by the time her sister found her sprawled on the bathroom floor and saved her, she had actually stopped breathing, and obviously Gloria had not been keeping tabs on her when that happened).
Granted, thanks to Nina's unwitting actions Gloria may have been forced (for some reason) to have at least one of her daughters join her as a paragon, but without her sister or even the memory that her sister existed, Gloria's actions, if successful, would have led to Nina's death by suicide within five years at most, or at best a miserable existence as a homeless drug addict for the rest of her life. For all intents and purposes, Gloria's misguided attempts at "protecting" Nina by severing her from the world of the paragons and giving her the magical equivalent of a lobotomy was tantamount to a death sentence. It is no wonder that Nina ultimately stops seeking her love and starts to regard her as an enemy.
Nina's recollections of all the various dreams she had of being joyfully reunited with her mother all feature Gloria wearing clothing remarkably similar to what she is wearing when they actually do reunite. It is possible that Gloria, for all her apparent coldness at that reunion, really WAS visiting Nina in her dreams at various points over the past decade.