In the episode "The Protector of Concord Dawn", Sabine makes mention that her family name is Ren, from House Visla. (I know my spelling is probably off).
Does this mean her family is directly linked to the Knights of Ren and by extension Kylo?
Close, but no cigar. Sabine's surname is Wren; from her databank article (emphasis mine):
Sabine Wren was a Mandalorian warrior, explosives expert, and graffiti artist -- qualities that came in handy as one of the first rebels against the Empire. Part of the Ghost crew, Sabine used her gift for bomb-making to great effect against the Empire, and would often mark her work with spray-paint tags. Her classic Mandalorian armor was notable for incorporating her own custom stylings, reflecting her creative-meets-rebellious spirit.
Although the Internet is awash with speculation about a possible connection, I don't believe there's been an official response.