There is a Recording-Recording “samples” relationship you can use to link the recording containing the sample to the recording using the sample.
Situations like these have to be evaluated on a case-by-case basis. In the case you linked, there is evidence to suggest that the artist uses her given name as a stage name. Even Wikipedia acknowledges this, by pointing out the fact she uses a stage name.
As long as there’s some piece of evidence to suggest someone is a member of a band, that to me is enough to link that artist to the band. If that member is listed as a touring member, I’d use a “support” type relationship, e.g. “supporting musician”, “supporting instrument” or “supporting vocals” (if that member’s instrument/vocal role is known).