Yuma is on right and Amyu on the left. They're Shinchūs. Slikworm Moth Yo-Kais who devour spirits that spread diseases. Except in Gensokyo (the world where Touhou takes place), powerful bug Yo-Kais almost completely disappeared. In order to avoid this to happen to Yuma and Amyu, their adoptive parents, once they died, followed their daughters and transfered their energy into them. Since Yuma and Amyu are very sensitive when it comes to magic, it caused them to become part the species of their adoptive parents. Yuma is 17% Vampire and Amyu is 29% Raijū (a Thunder beast). Their adoptive parents' spirits had to stop doing that eventually because if they give all of their energy, they disappear forever. So yeah since they stopped, now Yuma and Amyu became aware that they're Shinchūs, even though they still have some abilities, the hair color and the eyes color of their parents.