There is an option in one of the NRAAS mods that lets you choose the number of levels in the family tree. I think its in Story Progression. I can't check right now as I have them in a tomb in France and I'm working on the video - but if I remember to check later on I'll let you know where it is if you don't already know how to do it.
EDIT: If it were me and I wanted the Frios to have parents so I could see their cousins in the family tree, I'd make parents and use master Controller to add their parents to their family trees. I've done that before. I made their parents ghosts though. And I didn't do it for the Firos, but I did it for another sims I was playing with once.