When Five grabbed all his siblings at the end of The Umbrella Academy Season 1 and hurled them back through time, he grabbed everyone. That included Vanya, even though she'd just destroyed the moon and the Earth in the process. But when everyone landed, they were scattered from 1961 to 1963, alone. Vanya was no exception, except she had it slightly worse. Upon exiting the alley, she was hit by a car, driven by a woman named Sissy and her son Harlan. And that's where Vanya and Harlan's connection in The Umbrella Academy starts.
Warning: Spoilers for The Umbrella Academy Season 2 follow. When Vanya awoke after the accident, something very 1960s had happened to her — she'd lost her memory. Other than her name, she remembered nothing. On the one hand, that was probably for the best, because it would suck to remember you destroyed the moon. On the other, it meant Vanya could discover her powers naturally this time — no pills to suppress her, no family to judge her, no recriminations, just her abilities, coming out when she needed them.
In the meantime, Vanya and Sissy became good friends, and Sissy's husband, Carl, agreed to hire her as a nanny for their son, Harlan, who is on the autism spectrum. Harlan is non-verbal, and prone to frustrated fits that only Vanya seemed to be able to soothe.
Harlan got attached to Vanya. So, when her family started showing up, and Carl became suspicious of this Russian named woman with a "missing memory," Harlan got upset Vanya might leave. When he heard her and Sissy discuss it, he ran off, throwing himself in a cow pond.
Frantic to save him and with Sissy gone, Vanya drained the pond, walking in and saving Harlan. But when performing CPR on Harlan, Vanya accidentally poured her powers into him, creating a second White Violin where none was before in the timeline.
The good news is, her gift saved Harlan's life — not once, but multiple times. When Carl's gun went off in a struggle with Sissy, Harlan redirected the bullet to kill his father rather than himself or his mom. And when the Handler showed up, determined to steal Harlan away and raise him as a weapon, he blocked her from getting close.
His abilities also allowed him to call Vanya to him across space and time. But Harlan never asked for this gift. As a kindness, before she headed home, Vanya pulled her abilities back out of him...
...well, almost all. Harlan seemed to be back to normal. But in his final scene, as Sissy drove them to California, his favorite toy bird was floating in his hand.