Interesting. Is there good documentation anywhere of their family
connection (Cyril & SLC)?

On a quick search I found this --

"Mr. [Cyril] Clemens said his great-great-grandfather and Samuel Langhorne
Clemens' great-great-grandfather were brothers—and therefore, he and the
famous writer and humorist were third cousins, twice removed."

Cyril's father was James Ross Clemens, and apparently SLC referred to him
as "a cousin of mine" in the 1897 mixup:  (Image of the "report of my death"
statement at the link.)

A 1929 writing from James Ross Clemens himself, on topic, is included in
Gary Scharnhorst's "Twain in His Own Time" (2010) on p. 222-224

(But I have never thought about it before today, so I don't claim to know
anything. I bet others do.)