Bethany is Mary's daughter and Cece's sister. Bethany and Ali are cousins, but because their mothers are twins, they share the same DNA, making it easier for the doctors to confuse the autopsy. They basically told us when Jessica told Bethany to call her Aunt Jessica.
For those on the Spencer train, just remember that the whole DiLaurentis/Drake family are blonde (Cece/Charles, Ali, Jason, Jessica). Mary is a brunette (obviously dyed) because she's the odd one out. Why? It's a distraction from the writers.
I wouldn't be surprised that Mary had an affair with Mr. Hastings as well, just confusing the family tree even more.