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I know Surya is associated with Sanjana and Chayya but I have known so many variations of the story from local books.
So I want to know what is the story of Surya's wife from scriptures, are Sanjana and Chayya sisters or Chayya is created by Sanjana? And who abandoned whom?
The story of Surya's wives is told in many scriptures:
It is first told in the Rig Veda, but in very abbreviated form:
Tvashtar prepares the bridal of his Daughter: all the world hears the tidings and assembles. But Yama's Mother, Spouse of great Vivasvān, vanished as she was carried to her dwelling. From mortal men they hid the Immortal Lady, made one like her and gave her to Vivasvān. Saranyu brought to him the Aśvin brothers, and then deserted both twinned pairs of children.
Note that Tvashtar is a name for the divine architect Vishwakarma, Vivasvan is a name of Surya, and Saranyu is a name of Sanjana.
The confusion you mention about Chayya being Sanjana's sister comes from a brief reference to the story in the Srimad Bhagavatam: "O King, I have previously described [in the Sixth Canto] the two daughters of Viśvakarmā, named Saṁjñā and Chāyā, who were the first two wives of Vivasvān." But if you actually go to the earlier description of the wives in the Sixth Canto, it just says "Chāyā, another wife of the sun-god", without describing her origin, so it could just be that Suta Goswami gave an incorrect summary of what he had said previously.
Now let me give a proper telling of the story from the Vishnu Purana:
Sanjná, the daughter of Viśwakarman, was the wife of the sun, and bore him three children, the Manu (Vaivaswata), Yama, and the goddess Yamí (or the Yamuná river). Unable to endure the fervours of her lord, Sanjná gave him Chháyá 1 as his handmaid, and repaired to the forests to practise devout exercises. The sun, supposing Chháyá to be his wife Sanjná, begot by her three other children, Śanaiśchara (Saturn), another Manu (Sávarńi), and a daughter Tapatí (the Tapti river). Chháyá, upon one occasion, being offended with Yama 2, the son of Sanjná, denounced an imprecation upon him, and thereby revealed to Yama and to the sun that she was not in truth Sanjná, the mother of the former. Being further informed by Chháyá that his wife had gone to the wilderness, the sun beheld her by the eye of meditation engaged in austerities, in the figure of a mare (in the region of Uttara Kuru). Metamorphosing himself into a horse, he rejoined his wife, and begot three other children, the two Áswins and Revanta, and then brought Sanjná back to his own dwelling. To diminish his intensity, Viśwakarman placed the luminary on his lathe, to grind off some of his effulgence; and in this manner reduced it an eighth, for more than that was inseparable.
Chapter 77 of the Markandeya Purana (page 135) presents a longer form of the story if you're interested:
O great one, the daughter of Vishwakarman was the wife of the sun, by name Sajna who begat on her a son, by name Manu, who, illustrious as he was, was equally a master of various branches of learning. He was the son of Vivaswat and was therefore called Vaivaswata. As soon as she was espied by the sun Sajna used to close her eyes and therefore he, in anger, addressed to her cruel words: "Since, O stupid one, you close yours eyes as soon as I cast my looks on you therefore will you give birth to Yama, the destroyer of creatures." Thereupon the goddess, stricken with fear, assumed trembling looks, at which the sun again said to her. "Since beholding me, you have assumed trembling looks you will give birth, as your daughter, to the fickle river." Thus by the imprecation of her husband she gave birth to Yama and the great river celebrated under the name of Yamuna. Henceforth she, with great difficulty, began to suffer the effulgence of the sun. And unable to bear it she began to think. "What shall I do? Where shall I go? Repairing where can I get respite and be not subject to the ire of my husband?" Thus meditating in many ways the great daughter of the Patriarch thought well of the protection of her father. Thereupon bent on going to her father's house the illustrious (goddess) converted her own body into the favourite shadow of the sun and said to her. "Do thou, like me, live in the abode of the sun and like wise shouldst thou behave thyself towards the sun and his offspring. Even when accosted thou shouldst not tell him of my departure. On the other hand thou shouldst always tell him. "I am Sajna."
The illusory Sajna said: - "O goddess, I shall carry out thy mandate so long the sun does not pull me by the hair or imprecate a curse on me; I shall relate the story when he will pull me by the hair or curse me". Having been thus addressed the goddess repaired to her father's abode and saw there Twastri who had all his sins washed away by ascetic observances. She was received with great honour by Vishwakarman and that blameless lady too lived for some time in her father's house. Thereupon having greeted his daughter of beautiful limbs who had not lived there for a long time with great love and honor (he said): - "When I behold thee, my girl, even many livelong years appear as the half of a moment. But virtue is disappearing. It is not praiseworthy for females to live long in the house of her relations; and it is the desire of their kinsmen that the women may live in the house of their husbands. Thou hast been wedded to the Sun the lord of the three worlds. It does not behove thee, O my girl, to live for ever in the house of thy husband. Do thou therefore repair to the house of thy father. I have been pleased with thee and do adore thee. Come again, O auspicious girl, to see me....
Having been thus addressed by her sire, O ascetic, she said "So be it"; and then having worshipped her father she repaired to Uttarakuru. Thereupon reluctant to bear the effulgence of the Sun and afraid of his rays, she, having assumed the form of a mare, engaged in ascetic observances. Thereupon regarding her as Sajna the Sun begat on his second wife two sons and a highly beautiful daughter. The illusory Sajna did not manifest that excessive affection towards the sons and daughter of Sajna as she did towards her own offspring. She daily looked after their own comforts. Manu forgave her for this but Yama could not do so. Then to strike her he raised up his foot in anger - and then immediately stricken with mercy he did not let it fall on her person. Thereupon, O twice- born one, the illusory Sajna, with her palms trembling and lips expanded in anger, imprecated a curse on Yama: (28) "Since, out of irreverence thou hast raised a foot against me who am thy father's wife thy that very foot shall drop off to-day". Having thus heard of the curse thus imprecated by his mother and been stricken with fear Yama approached his sire and having saluted him said: "It is a great wonder, O father, never witnessed by any that a mother, relinquishing all affection, imprecates a curse on her son. Me thinks, as does Manu hold, that she is not our mother, for even when a son grows unnatural a mother does not become so". Hearing Yama's words the Divine Sun sent for the illusory Sajna and asked her where Sajna had gone.
Whereto she replied: - "O Sun, I am the daughter of Twastri, Sajna, thy wife and the mother of all these children". Although accosted by the Sun in many ways she did not communicate any thing else. Then the Sun in anger-addressed himself to imprecate a curse. Thereat she communicated everything truly to the Sun. Informed of all the Sun repaired to the abode of the divine Twastri. Thereupon he worshipped the Sun with great reverence, adored of the three worlds who had come to his house. Then when questioned about Sajna, Vishwakarma told him: - "Despatched by thee she came to my house". Then having concentrated his mind the Sun saw her, carrying on ascetic observances in the form of a mare in the province of Uttarakuru. The Sun then came to know of the object of her penances namely, "May my husband become of a mild form and the performer of auspicious deeds". The Sun then, O twice-born one, said to Vishwakarma, the father of Sajna, "do thou to-day losen the fierceness of my rays. Vishwakarma then reduced the effulgence of the Sun who travels over a year and the deities then began to hymn him.
The story is continued in chapter 78, where the part about Surya turning into a horse and having three kids in horse form is described, after which Surya and Sanjana turn back into their normal form and go back to Surya's abode, where Surya, his two wives, and his children live happily ever after.
Brahmāṇḍa-purāṇa also describes the story of the two wives of the Sun-god.
Chapter 59, Upodghāta-pāda,
Brahmāṇḍapurāṇa
त्वाष्ट्री या सवितुर्भार्या पुनः संज्ञेति विश्रुता । प्रासूत सा महाभागं मनुं ज्येष्ठं विवस्वतः ॥ २,५९.२२ ॥
यमौ प्रासूत च पुनर्यमं च यमुनां च ह । सा तु गत्वा कुरून्देवी वडवा रूपधारिणी ॥ २,५९.२३ ॥
सवितुश्चास्य रूपस्य नासिकाभ्यां तु तौ स्मृतौ । प्रासूत सा महाभाग त्वन्तरिक्षेऽश्विनौ किल ॥ २,५९.२४ ॥ नासत्यं चैव दस्रं च मार्त्तण्डस्यात्मजावुभौ ।
- 22-24. The daughter of Tvaṣṭṛ who became well-known, as Saṃjñā and the wife of Savitṛ (the Sun) gave birth to Manu, the eldest son of great fortune and exalted dignity, of Vivasvān. (the sun). Then she gave birth to the twins viz. Yama and Yamunā. She assumed the form of a mare and went to the Kurus. That lady of great fortune gave birth to two sons, the Aśvins. They were the sons of the sun-god who had assumed the form of a horse. She gave birth to the sons through the nostrils in the atmosphere itself. The two sons Mārtaṇḍa [of] were Nāsatya and Dasra.”
....
ततः प्रजाः प्रवक्ष्यामि मार्त्तण्डस्य विवस्वतः । विजज्ञे सवितुर्भार्या संज्ञा पुत्रांस्तु त्रीन्पुनः ॥ २,५९.३१ ॥
मनुं यमीं यमं चैव छाया सा तपती तथा । शनैश्चरं तथैवैते मार्त्तण्डस्यात्मजाः स्मृताः ॥ २,५९.३२ ॥
- 31-32. Henceforth, I shall mention the progeny of Vivasvān known as Mārtaṇḍa. Saṃjñā, the wife of Savitṛ, gave birth to three sons (children) viz. Manu, Yamī and Yama. Chāyā (the shadow) gave birth to Tapatī and Śanaiścara (the Planet Saturn). These are remembered as the sons of Mārtaṇḍa.
English Translation by G.V. Tagare
The rest of the story is same narrated in the later verses, as to how Saṃjñā could not brook the unbearable splendour of the Sun-god and thus She created her own Chāyā (shadow) of the same colour and complexion (Savarṇā) as hers, and went to her father's abode, and thereafter to the Earth in the form of a mare, leading to the birth of the two Aśvins.
The same story is referenced in the Harivaṃśa Purāṇa also, as I discuss in this answer.
