Tolkien did work out the history of his languages both forward and backward, that is:
construct a pseudo-historical background and deduce the form you have
actually decided on from an antecedent and different form (conceived
in outline); or you can posit certain tendencies of development and
see what sort of form this will produce. - A Secret Vice
But AFAIK, these two languages have always been related from the earliest materials so far published (Qenya Lexicon, Gnomish Lexicon, The Books of Lost Tales …), just as their speakers in the Legendarium.
I'm not aware of any material regarding even earlier stages of them.
The ‘Sindarin’, a Grey-elven language, is in fact constructed deliberately to resemble Welsh phonologically and to have a relation to High-elven similar to that existing between British (properly so-called, sc. the Celtic languages spoken in this island at the time of the Roman Invasion) and Latin. - Letter #165
I can't say whether Tolkien had Gnomish in mind, or which idea came to him first: to resemble Welsh phonologically, or to have a relation to Quenya.