The Legends of the Eighty-four Mahasiddhas (Wylie: grub thob brgyad bcu tsa bzh'i lo rgyus, written by the Tibetan monk Mondup Sherab, which was narrated to him by Abhayadattashri c. 12th century) narrates the following tale: Mekhala and Kanakhala were daughters of a householder in Devīkoṭṭa (now in Bengal), who married them to sons of a boatman.
However, the wise Mekhala told her younger sister that they deserved it and would have to face the same torment somewhere else if they run away, so they stayed and bore the agony.
[1] After serving the beings of the world for several years, they bodily assumed Khechara, the Paradise of dakinis governed by Vajrayogini.
The nude self-decapitated goddess, standing in a fighting posture, holds her own severed head in one hand, a knife in another.
Three jets of blood spurt out of her bleeding neck and are drunk by her severed head and two dakini attendants, Vajravairocani and Vajravarnini.
[1] Taranatha (1575–1634) in his Historical Works - Kahna pa 'i mam char (a biography of Kanhapa) describes the life of some of his disciples including Mekhala and Kanakhala.
When Mekhala and Kanakhala were 10 and 8 years old respectively, they were betrothed to young Brahmin boys, however were not married to them after they reached puberty and finally their marriages broke.
The sisters with their powers moved the house of Gorakhnath's disciples to an arid desert from the picturesque setting it was at previously.
Upon his request, the sisters drew swords of wisdom from their mouths and severed their heads and offered them to Kanhapa.
Ultimately, the goddess Vajravārāhī herself appeared in this form as Chinnamunda and danced with the dakinis to stop further head-chopping.
[2][3] Mekhala and Kanakhala are depicted nude or topless, clad only in gold ornaments and tiara-like headgear, with swords held above their heads or dancing with them.