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Not that I know of, and I think it's unlikely that we'd hear much explicit cooperation between the two.
Keep in mind that they are from distinctly separate branches of the Imperium, with one being highly secretive and requires majority vote from the High Lords to be even deployed. Also, the roles don't intersect much, at least in recent 40K years, as the Sisters played more of a role in the Black Ships and keeping psykers under quarantine, rather than being active witch hunters. SoS in particular kind of fell out of favour with the Imperium after the Heresy, requiring Vulkan to even get them to work against the Beast. Culexus assassins OTOH, are made explicitly to hunt down rogue psykers and other warp-steeped entities, and the whole aspect of assassination of taking the target by surprise is lost when you have SoS squads that are not trained in the same art as they are.
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