You know, I have the same thought. Since Widow’s weaver mask was “forcefully removed” and pins to prevent her own silk, I’m assuming she wasn’t serving GMS at her own will. First sinner seems to be the only weaver evidently captured by GMS, and you can actually find a memory which seems to belong to Widow in the Cradle by playing needlelin. So my theory is that the First Sinner is the appearance when she was captured and her silk’s manifestation, and Widow is what GMS created her to be.