The Canon apparently is that the Celestials experimented on Skrullos, as they did on other planets including Earth. And on Skrullos as on Earth, their experiments led to mainline, Eternal, and Deviant strains. Unlike on Earth, though, the Deviant strain Skrulls exterminated the mainline and Eternal strains, which is why they can shapeshift.
And some Skrulls went further by studying dark magic (because if magic exists, why should only one species in all the universe be able to use it?). Those Skrulls became the Dire Wraiths.
So by this backstory, the Dire Wraiths aren’t cousins to the Skrulls, they are Skrulls. Just a particular population of them.
