I can't remember if it was multiplayer or if the two characters were mirroring each other. they were orphans or their parents were missing or away or something. I remember them being in a dark room or hole like a bunker by themselves before the main story starts. I believe it was one older brother and one younger sibling (I think sister) and you had to make them work together to unlock passages and stuff. (I'm pretty sure there were talking rocks or statues or something in one level and a huge crumbling castle with two floors) It was a puzzle type adventure game. I have huge gaps in my memory but I've been searching forever for it and I'm at a complete loss. I'll try and list below the games I know it is NOT to see if that can help narrow it down.
NOT:
brothers a tale of two sons
Sisters party of the year
It takes two
None of the "life is strange" series
Fable lll
Coffin of Andy and leyley
The closest one I've seen is the original tale of two sons