Sorry, re. nursery I meant they are obviosuly aware so to some extent it has caught their attention. Don't mean to suggest you stands out like a total PITA!
In my experience, the most common fundamental issues behind behaviour are attention and control. Attention is fairly clear cut, they usually feel they're not getting enough or what they get is poor quality attention and there are different remedies for this. As we all know, negative attention will be sought when positive attention is not readily available.
With control, the issue is one of too much or too little. When they are not allowed to make mistakes or give things a go then you see frustrated or repressed behaviour, when given too much freedom or a feeling of being uncontrolled or life being chaotic or un-controlled compared to their norm, children will demonstrate controlling behaviour. That is, they may control their mini environment, their own behaviour, or try to control the behaviour of others. Anything that demonstrates an ability to influence cause and effect will be a lightbulb moment and may be developed as behaviour pattern which enhances their sense of control in general.
So, (with no other knowledge or obswrvation so don't take this as the answer!) if you take the scaring the cats thing as an example it is superficially a simple case of cause and effect; DDs sees she can cause a reaction and thus she enjoys this feeling. It is validating.
This is just one possible route of observation and questioning to go down. Ask yourself the following rather than simply assuming that with a sibling in the house it is simply a matter of a deficit in attention:
Has DD been given (inadvertantly) an overbearing sense of responsibility since birth of her brother? (Asked to 'help' a lot as a way of including her, but she has become overwhelmed).
Has DD been given a lot of compensatory praise since birth of DS?
Has DD been denied positive attention since birth of DS?
Has DD been very competent in her learning to date - is she lacking in experience of mistakes and errors?
There are loads more, but that will maybe give a diff. perspective on this.