There's a few things that play into Malleanna's insecurity. Malleanna is the most like Lilia personality and looks wise. They have Lilia's red eyes and their horns are noticeably smaller than their sisters and Malleus'. Unlike Sierra, Malleanna shows more Bat fae traits than Dragon ones. Maleficia unintentionally plays favourites between the twins because Sierra reminds her so much of her daughter while Lilia unintentionally tries to restrict Malleanna because of his own fears his child will be judged for their Bat side. Once the family moves to the castle, many of the people living there that remember Maleanor often compare the twins because of how much Sierra resembles her Grandmother. All of that combined with the Royal Court making it clear they'd prefer Sierra as Heir Apparent causes Malleanna to have a lot of insecure moments about their place as a "Draconia".