The mother and daughter relationship between Josie and Sierra McCoy is tight and close-knit. They care deeply for each other, as a mother and daughter would. Even though Sierra may be strict toward her daughter, it is only for her daughter's benefit.
Josie and Sierra have a good relationship, one that is far more developed than Josie's relationship with her father, Myles McCoy. While they're close and love one another, the McCoy women have been known to hide secrets from one another.
The family hosted a dinner where Fred, Archie, and Hermione were there as guests. The McCoys had dinner that night where Hermione brought up the topic where she was excited to watch her daughter Veronica perform with Josie and the Pussycats. When the subject was brought up, it appeared as Myles was surprised and unaware by the news of his daughter Josie and her band performing at the Variety Show, asking Josie when she was planing on telling him the news. As Josie explained to him it just happened, she was also telling her father how Veronica is really good and that Valerie had quit the band. He was disappointed to hear about the news as he said "she was the real deal, that she gave the band much needed integrity". After things got intense Hermione asked Fred to get started on his presentation of the SoDale project, while trying to persuade the mayor of giving him the job.
The following day after Valerie heard the news of Josie's father attending her performance she asked if she could join the band again. Especially when she knew she had to be there for Josie if her father was there watching over her. During her performance, her father left his seat beside his wife, Sierra, and left the show before his daughter even finished her performance. Heartbroken, she tried to stay strong while she was still performing with her band, after the show was over she left a little while after her mother came to comfort her while she was crying in the girls washroom.
Jingle Jangle Invading the Northside
Sierra and Josie were invited to the Cooper house by Alice after she discovered that Josie and several of her friends (Archie, Betty, Veronica, Kevin, and Reggie) attended a party at the Five Seasons, where Jingle Jangle was in use. Sierra thanked Alice for hosting the gathering as she agreed with Alice's sentiment of coming together, so that they could deal with the children's inappropriate actions appropriately. The get-together proved to be quite informative, having learned that Reggie Mantle supplied the drugs at the party, and that his supplier was a kid at Southside High, who he believed to be a member of the Southside Serpents as well as a student at[Southside High. Sierra also learned that not only did Josie attend the drug fueled party, but that she participated in the night's events, despite knowing that her father struggled with addiction. Before leaving with Josie, as the Mayor, Sierra announced that moving forward, her number one priority was bringing the Southside under control, even if that meant razing it to the ground or arresting every Serpent in sight. 
Dreams and Death Threats
Josie arrived at Five Seasons hotel, the McCoy's new place of residence, to find her mother, sitting on the couch, awaiting her arrival. Josie was reprimanded for staying out too late, as Sierra explained that they'd moved out of their home because of the Black Hood and the dangers that they all faced while he continued to terrorize the town. With the letter that the Black Hood had addressed to the town of Riverdale, Sierra had become more cautious. Josie didn't see the problem with walking the streets alone and didn't feel it was necessary for a bodyguard. She wasn't Whitney Houston, Josie joked. Nonetheless, Sierra was concerned for her well-being. She set in place a curfew for Josie, who was to now return home before dark. Reluctant, Josie complied with her mother's wishes.
The following night, Sheriff Keller in tow, Sierra went out looking for Josie, who had failed to make it home before dark per their agreement. She and the Sheriff found Josie dancing in Pop's shoppe with Chuck Clayton, who the Mayor wasn't pleased to see around her daughter. "You're a damn fool", she stated upon entry of the establishment. She had sent Josie several texts messages over the hours, all of which went unanswered. Chuck interjected. Hoping to lessen to tension, he explained that he was just about to give Josie a ride home. However, Sierra didn't even want him within 10 feet of Josie.
They returned to the Five Seasons, where Sierra tried to make sense of Josie's recent behavior, concluding that she was merely acting out, which Sierra couldn't stand for, not with the Black Hood terrorizing the streets. Josie's dismissed the notion that she was acting out, claiming that she was simply living her life. Josie was reminded by her mother of all the people in Riverdale with hate in their heart. The same people that used to write her awful letters. Since the Black Hood emerged, the letters had gotten worse. It was almost as if they were emboldened by the killer. Sierra informed Josie of the recent death threats. The things that were being said were terrifying, such as threatening to slit her throat or cut out her heart. Some of the residents of Riverdale were monsters. To make matters worse, the last letter she got, mentioned her daughter. Sheriff Keller then asked if Josie had received any suspicious letters or packages recently, which Josie replied that she hadn't. Sierra had worked so hard to get them where they were at, to shield them from such hate. She then joined Josie on the couch, and held her close.
The following night, after Josie received a pig's heart as a gift, Sierra comforted her while Sheriff Keller confronted Chuck Clayton, the accused. Sierra was glad that they'd finally caught the miscreant that was behind those disturbing messages that Josie had been getting. Sheriff Keller had talked to him, and he promised he'd be leaving Josie alone. However, the Sheriff wasn't convinced that Chuck was responsible. After questioning him and checking his locker, they never found any evidence. Sierra instructed Tom to keep looking because if Josie said that it was Chuck, then it was him. Later on, Josie had a dream — she was back at the music room in school rehearsing a song, when the Black Hood approached her slowly from behind, turned her chair around and slit her throat. Josie woke up gasping for air in the middle of the night as she held her neck firmly. Hearing her daughter in distress, Sierra rushed in and held Josie as she tried to get her daughter to respond.
Sierra returned home to the Five Seasons hotel to find that Josie and Veronica were in search of musicians and that they were bringing back the Pussycats to play at Pickens Day. Whose idea was that, Sierra asked, to which Veronica claimed responsibility. Sierra was displeased to hear about their plans to reunite the Pussycats given that Josie was supposed to be focusing on her solo career. Hoping to avoid any further conflict, Veronica suggested that they bill it as a special event, one-night only. However, Sierra rudely replied that she was talking to Josie. In fact, she'd rather they continue the conversation at a later time, once Veronica was gone.
A couple days later, Sierra confronted Josie with Jughead's published article from the Blue and Gold that accused General Pickens of slaughtering the Uktena tribe for their land many years before. While she couldn't cancel Pickens day, she could surely keep Josie from performing at it given that the town was extremely riled up in the wake of this article. She feared the possibility of a riot. Josie assured her mother that no one was rioting, furthermore, she had promised Veronica that she would perform. Sierra replied that Josie can tell Veronica that the Pussycats weren't hers to order around. Hearing the anger in her voice, Josie wondered why the mere mention of Veronica was triggering her mother all of the sudden. In an effort convince Josie out of performing at Pickens Day, Sierra told her about the Lodges' way of doing business. And the way they used Veronica to do their business.
Sierra and Josie arrived in Pickens Park on Pickens Day for the celebration. Upon their arrival, they were greeted by Hermione. She was glad to see that they made it but disappointed to hear that Josie wouldn't be performing alongside Veronica. Sierra explained that she had forbade Josie from performing following the publishing of Jughead's article because of the possible dangers she could face. A little while later, an upset Sierra and Josie watched from the crowd as Veronica took to the stage to perform with Valerie and Melody with what was being called "Veronica and the Pussycats". Unsurprisingly, their performance was interrupted just as Sierra feared. The Serpents marched into the park with duct-tape covering their mouths and signs that read 'honor this land' and 'sacred land'. With Sweet Pea and Fogarty at her side, Toni, who seemingly led the protest, stood in front of the stage to announce that they represented the dead and the silenced. Pickens Day was a lie. General Pickens slaughtered the Uktena tribe, Toni's grandfather's family. And the land in which they were standing on, would soon give way to a new Southside, which was stolen from them. While the Serpents couldn't bring them back, they could at the very least honor them. Looking prevent a riot, Hiram got on stage to applaud the Serpents for standing up for justice, as well as the honor and legacy of the Uktena, who contribute to the rich tapestry that is Riverdale, that is the Southside and that will be SoDale.
Josie and her mother stopped by the Pembrooke to offer an apology to the Lodges after Pickens Day. Sierra had misgivings about some of the decisions that Hermione and Hiram were making which was admittedly wrong and inappropriate. Given the stressful times, neither Veronica nor Hermione held any grudges. As proof of that, Veronica invited them both to her confirmation ceremony. Sierra graciously accepted their invitation. It made giving them their gift that much easier. The gift of which she spoke was Josie's offer to sing at Veronica's confirmation. While Veronica already had plans to sing herself, Hermione accepted Josie's offer so that they could perform together. When Veronica asked if Josie knew the "Bitter Sweet Symphony" from the Cruel Intentions soundtrack, Josie replied that she could learn.
Taking Veronica's advice and warning to heart, the very next day, on live broadcast, with Josie at her side, Sierra resigned from office. As Mayor, she had seen them through a triumphant Jubilee and the terrors of the Black Hood killer. But it had taken a personal toll, so she claimed. She had decided to step down as Mayor, to spend more time with her family and to return to her own legal career right in Riverdale.
While Sierra and Tom supposedly discussed installing a security system at the law firm, Josie returned home, to the Five Seasons, interrupting their discussion. As Tom exited the room, Sierra explained to Josie that she cared for him. While Josie understood, it was still odd to see them together, especially when her father still didn't know. Unbeknownst to Josie, Myles did know about the affair as Sierra had told him. They were initially going to wait until after Josie's graduation but Sierra decided it was time to reveal to Josie that they were getting a divorce. Josie asked if Tom was going to get a divorce as well. Sierra told her that he had to talk to his wife, who was overseas and Kevin first. Sierra insisted that they respect that.
Later that night, Sierra confronted Josie after learning from Tom that Josie had told Kevin about the affair. She credited Josie for a lot of things, but never for being cruel. Because of Josie's interference, Kevin was no longer talking to Tom, who was also still trying to reach his wife overseas. However, Josie believed that she did the right thing by telling Kevin, hoping that it would provide him with the chance to save his parents' marriage since she couldn't save hers. Their lives were imploding, which Josie blamed Sierra for. However, according to Sierra, that was the Lodge's doing as this wasn't how she wished for the affair to come out, but that choice was taken away from her, just like Josie took that choice away from Tom and Kevin, even if it was unintentional.
Sierra, Josie, Kevin and Tom later met at Pop's Chock'lit Shoppe to discuss their predicament. They were assured that it wasn't a trap, but when Kevin and Josie were talking after the movie at the Bijou, they realized that the conversation was bigger than all of them and that it was probably going to be a long one. So they believed it was best if they started talking about it.
Josie and Sierra initially stopped by the Andrews house per Archie's request in hopes of talking Fred out of running for mayor. The following day, Sierra and Josie watched as the Lodges held a press conference to announce that Hermione Lodge would be running for Mayor.
Season 1 Screencaps