DE implemented a system back when Kuva Liches were new to prevent players from getting the same weapon twice in a row, but then they removed it when they made the Larvlings display the weapon above their head before getting mercy'd. So I would say that according to the game mechanics as intended, you should be able to get the same weapon twice in a row.
If you convert the Sister you will get her ephemera, but not the weapon. You will also be able to trade her to someone, potentially for lots of platinum. If you vanquish her you get the ephemera AND the weapon, but you won't be able to trade her later, because she'll be dead. So you have to weigh if you want the weapon, or want to be able to trade her later. Either way, you get the ephemera.
If you buy a Lich or Sister it becomes your active adversary and you have to hunt it down and defeat it.
Here is the list of warframe acquisition in chronological order. Note that it is unlikely you will obtain them in this exact order, since they require investment in many different systems of the game. Do not feel obligated to adhere to this list. Pick and choose what you want to focus on.
This list assumes a new account created after 2018 (so Junction requirements are in effect). Note that every frame except Rhino requires Neural Sensors, which effectively means you must reach Jupiter to craft them (Neural Sensors can be a reward from Cetus bounties, but I wouldn't rely on it).
Starter frame: You will start the game with one of these. The other two need to be obtained the normal way.
Tenno Lab: These frames are all obtained from the Tenno Lab in the Clan Dojo. If you have access to a Clan that has researched them, you may obtain these frames at any time.
The following frames you may acquire at any time:
Vauban – blueprints purchased from Nightwave cred shop as an evergreen offering.
Oberon – blueprints dropped from Eximus units everywhere. Very easy to passively get a full set.
Nyx – blueprints dropped from Phorid, the Infested boss. Phorid appears when there is an Infested Outbreak on a planet and thus may show up as early as Venus (though not on Earth or Mercury). Phorid is almost always somewhere on the Starchart and easy to kill.
Inaros – blueprints rewarded from The Sands of Inaros quest, which is purchased from Baro Ki'Teer as an evergreen offering. Does require MR 5 to purchase.
Khora – blueprints rewarded from Sanctuary Onslaught, requiring up to Zone 8. Technically no requirements, but you need to survive level 50+ (I think) enemies and kill them quickly. Probably best to do late in the game.
Starchart progression based on bosses, Junctions, and quests:
Rhino – Venus boss (Jackal)
Gara – blueprint from Saya's Vigil quest on Earth. Components from Plains of Eidolon bounties. Requires Rank 1 with the Ostrons to craft materials.
Hydroid – Earth boss (Vay Hek). Requires MR 5 to access, so you probably won't do this until a bit later.
Garuda – blueprint from Vox Solaris quest on Venus. Components from Orb Vallis bounties. Requires Rank 3 with Solaris United to craft materials.
Protea – blueprint from Deadlock Protocol quest (which may require access to Neptune to complete; not sure. Does require MR 4 though.). Components from Granum Void farming, which may be difficult at this level.
Hildryn – components dropped from Exploiter Orb fight on Orb Vallis, but you cannot build the warframe until later (see below).
Xaku – blueprint rewarded from Heart of Deimos quest, but you cannot complete the build until later (see below).
Lavos – blueprint and components purchased from Father in the Necralisk at Rank 3 with the Entrati. Also requires Copernics, which are an Empyrean resource.
Excalibur – Mars boss (Lech Kril)
Ash – blueprints dropped by Grineer Manics. These are very rare enemies that can spawn in any Grineer mission of high enough level. Memphis, Phobos is one of the earliest places to find one consistently.
Mag – Phobos boss (Sergeant)
Nekros – Deimos boss (Lephantis, not Zealoid Prelate)
Frost – Ceres boss (Vor & Kril)
Chroma – blueprint rewarded from The New Strange quest, but you cannot complete the build until later (see below).
Limbo – blueprint and components rewarded from The Limbo Theorem quest.
Valkyr – Jupiter boss (Alad V)
Nova – Europa boss (Raptors)
Ember – Saturn boss (Sargas Ruk)
Ivara – blueprints rewarded from Spy missions, up to Hard tier. The earliest Hard Spy mission is Rosalind, Uranus, but if you don't like underwater Spy, go to Nereid, Neptune, which bumps this down the list a couple spots.
Equinox – Uranus boss (Tyl Regor)
Octavia – blueprint rewarded from Octavia's Anthem quest, which requires The Second Dream quest to complete. Components awarded from other missions on Lua and Deimos.
Titania – blueprints and components rewarded from Silver Grove quest, which requires The Second Dream quest and MR 7 to complete.
Loki – Neptune boss (Hyenas)
Trinity – Pluto boss (Ambulas)
Revenant – blueprint rewarded from Mask of the Revenant quest on Earth, which requires The War Within quest and Rank 2 with the Quills to complete. Components awarded from Plains of Eidolon bounties.
Xaku – (see above) Gyromag Systems to complete the warframe are now available from the Vox Solaris syndicate, which requires The War Within quest and Rank 5 with Solaris United to access. It's also a grind to get them.
Hildryn – (see above) Blueprint is now available from Vox Solaris Syndicate at Rank 2.
Baruuk – blueprints and components purchased from Vox Solaris at Rank 3.
Mirage – blueprint and components rewarded from Hidden Messages quest.
Gauss – components rewarded from the Disruption mission at Kelpie, Sedna.
Saryn – Sedna boss (Kela de Thaym)
Chroma – (see above) Saryn systems to complete the warframe are now available from Kela de Thaym.
Atlas – blueprint rewarded from The Jordas Precept quest on Eris. Components dropped from the Jordas Golem.
Mesa – Eris boss (Mutalist Alad V), which requires completing Patient Zero quest to access.
Nidus – blueprint rewarded from The Glast Gambit quest on Eris. Components rewared from the Infested Salvage mission at Oestrus, Eris.
Grendel – components rewarded from missions accessed through keys purchased from Arbiters of Hexis with Vitus Essence earned through Arbitration, which requires completing every node on the Starchart.
Harrow – blueprint rewarded from Chains of Harrow quest, which requires completion of Mot, Void (the last node on the Starchart). Components rewarded from Void Fissures, Defection missions, and Spy on Pago, Kuva Fortress.
Wisp – blueprint and components dropped from the Ropalolyst boss fight on Jupiter, which requires completion of the Chimera Prologue quest (which requires The Sacrifice, which requires the Apostasy Prologue, which requires Chains of Harrow).