1- I never write a cover letter for I-765, but if you feel that you must for whatever reason, just include one and lay it above the two applications.
2- The category C-9 EAD is for anybody with a pending I-485. They don't ask for, nor do they care, if the I-485 was filed for a primary or dependent applicant. They only care that a pending I-485 in your name exists. Therefore, there is absolutely no need to attach a proof of any relationship to the primary I-485 applicant. It would be useless.