Thi Sach was the husband of Trung Trac, the elder sister. The imitating one in the art above is Trung Nhi, younger sister In one source, after he was killed by the Han dynasty, the Trung Sisters led the rebellion to retake the land that had been a colony of China and to revenge Thi Sach. In another source, Thi Sach joined his wives in war but killed before they succeed in the first rebellion. Unfortunately, the Chinese made a stronger counter attack 2 years later; this lead to downfall of Trung Sisters Rebellion and Vietnam fell into Chinese colonization for a hundred years. On Vietnam side, the sisters committed suicide by jumping into ocean to preserve morale and honor; On Chinese side, they were captured and decapitated. These events happened in the first century AD, around year 40.
So yeah, the events may varied depends on different sources and depends on narratives by Vietnam side or Chinese Han side. Maybe FGO went with Vietnamese narrative given the water-theme abilities of the Sisters in game.