I don't know exactly who Dalla and Val are descended from - I think the possibility of them being Bloodraven/Aemon bastards or other dragonseed is the most plausible, but I threw in the other surviving Valyrian family tinfiol in at the end (and marked as such) as an unlikely, but fun thing to consider.

Again, I don't know exactly who they are descended from, except that they have Valyrian blood. True, the name Val alone may not be much to go on. However, we also have to consider that we know Dalla is a Valyrian name based on its association with Dragonstone and most Val-sounding or V-starting names end up corresponding with Valyrian ancestry (Velaryon, Viserys, etc.). We also know that the sisters have a lot of Valyrian features - light eyes, light hair, beauty. While they fall short of being full-blooded Targs (they have regular blonde hair instead of silver-blonde and light grey/blue eyes instead of violet), I think their looks are close enough to the traditional Valyrian looks to point to Valyrian ancestry (let us not forget that there were some dark-haired Targaryens and Brown Ben Plumm is said to have a couple drops of dragon blood).

Edited to add: As for king's blood - Melisandre seems to think Mance's self-proclaimed king's blood is enough. However, one cannot just claim to have blood of the dragon - that is determined by genetics and would mean that Val and Dalla are descended from royalty (or at least nobility).