This is interesting. I think, when Jin Yong wrote HSDS long time ago, he didn't think so much about that. Well, maybe he knew that Koke Timur has only 1 sister. But he didn't care. Because at the end, HSDS is a fiction. But your historical based idea is so interesting. It will be more fun if Zhao Min is actually Consort Min Lie in the history, and she left ZWJ because of something off screen after then end of HSDS.
Or, because HSDS is a fiction, maybe Koke Timur has another sister in the HSDS world. That is actually non existence in real history, but she's there in the fiction.
Jin Yong sometimes takes historical figures and instead of using them directly, creates a modified clone broadly based on the historical figure, but is not, in fact, the same as the historical figure. Take the third edition ROCH version of Wan Tze Ping, for example. While previous versions had him as indeed the historical Wan Tze Ping, Jin Yong must have finally realized that it would be slanderous to cast an honorable historic religious figure (the real Wan Tze Ping) as a rapist and so, replaced him with the fictional facsimile, Yan Tze Bing, for Ed. 3. Perhaps our fictional Chiu Mun from HSDS is roughly based on Consort Min Lie, but is not, in fact, meant to be the same person.
I've also long believed that the villain Fok Do from ROCH is based on the actual Mongol warrior Khaidu/Qaidu, even though Fok Do is by no means the actual, historic Khaidu/Qaidu.
I understand that already. Jin Yong habits to used historical figures in his novel and make a fictitious version of them. Including Kang Shi Emperor and his grandson, Qinlong Emperor. Maybe he did it because of the influence of Classical Chinese wuxia stories, like Shu-Tang heroes (I forget the title name) where they mystified the historical figures to fit the plot of the story, Journey to the West, Treatise of the gods or something, where they mystified historical figures like Jiang Siya etc, because of Taoism religion belief.
But I think it would be better if Zhao Min is just another Koke Timur's fictitious sister, and not Min Lie princess herself, because it will be free Jin Yong from explaining why Zhao Min has to married one of Zhu Yuanzhang's son in the later time of history.