Endless Waltz/Episode Zero stuff, let me think for a moment.
Heero - Was raised by the political activist who assassinated the original, pacifism propagating Heero Yuy. Who had a thing with either Relena's Grandmother or Great-Aunt (they were twins).
Duo - Raised in a Church Orphanage and that is all I remember.
Trowa - A random cleaner who was at the wrong place at the wrong time, when they actual Trowa Barton was shot by mechanics who disagreed with Dekim Barton's Operation Meteor.
Quatre - I do not remember anything adding much to his backstory beyond being the only non-testtube baby and the only son amongst his siblings.
Wu Fei - A scholar who at a young age, was wed in an arranged marriage to the women who was supposed to pilot the Shenlong. She died while protecting the colony and Wu Fei started calling the Shenlong "Nataku", the name he used to call his wife.
My main point, Operation Meteor was a complete mess and it seems everyone somehow decided on their own to not go through with it in the originally intended form.
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Official Teetotaller of PotD Dovie'andi se tovya sagain!