No Sigma Gamma Rho was not founded at the same school and Kappa Alpha Psi. SGrho was at Butler in Indianapolis and KAPsi was at Indiana University.

But some other "unofficial" bro/sis things are Iotas and SGRhos.
Kappas and SGrho (Indiana Love)
Sigma and Sgrho (Sigma Love)
Alpha and AKA (Phirst Phamily)
Delta and Kappa (Crimson and Cream Love)
Aplha and Kappa (pretty Love)

and there are probably more

But as far as the protocal goes. I will address all sorors were ever I am because they are my soror and like my momma always said. What ever goes on in the house stays in this house.