The two sisters say that Comercia hasn't told them exactly where the unreleased recordings have been taken to, nor why the move was necessary.
She added: "We want the music back home in Paisley Park where it belongs".
Prince had built up the archive at his Minnesota base over 40 years, and it's thought to be the most valuable element of his estate, which has been valued at up to 200 million dollars in court papers.
"It's just as though Prince passed away again", Sharon said.
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According to editors at The Associated Press (AP), Sharon and Norrine Nelson, Prince's half-sisters, are in dispute with executors of the late star's estate, Comerica Bank & Trust, after the company removed the music to a secure site in Los Angeles for safekeeping.
If the Nelsons challenge Comerica's decision, the legal wranglings could further delay the release of any music from the vault, extending a probate case that has already dragged on for more than a year and a half.
"In an effort to ensure the preservation of Prince's audio and visual content, Comerica selected the premier entertainment storage and archive company, Iron Mountain Entertainment Services", the statement said.
Prince left no will when he died in April 2016 of an accidental overdose of painkillers.
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Under rules imposed by Carver County District Judge Kevin Eide, Comerica are free to act as they see fit to a great extent, but must consult the heirs if any action has a value greater than $2 million. "On four separate occasions, Comerica discussed the process with the heirs and any suggestion otherwise is not accurate". An attorney for Tyka Nelson and Baker did not immediately return a call seeking comment.
Sharon Nelson told AP that she only recently learned that Comerica had removed the tapes and claims that neither she nor her sister were notified, as required by judicial order. The sisters said they believe that language should apply to such a major step as moving the music out of Prince's vault. They pointed out that Prince's studios at Paisley Park remain state-of-the art.
The bank also said it had reviewed the storage conditions at Paisley Park and determined that the tapes could be stored more safely, and digitized more effectively, at Iron Mountain Entertainment Services in California.
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