On Sherlock Season 4 Episode 3, a young girl is seen on a plane, the only one awake on the aircraft.
Sherlock tricks Mycroft into revealing that they have a younger sister. Mycroft explains that she was much smarter than either of them, but without the emotional understanding that allows ethical behavior. Sherlock repressed his memory because she killed Sherlock's dog, Redbeard, and then later burned down their family home.
Mycroft further explains that their uncle, Rudy, faked Euros' death in the fire, a ruse allowing him to detain Euros at a maximum security facility called Sherrinford. Mycroft later perpetuated the ruse, with neither Sherlock or his parents being the wiser.
Sherlock, John and Mycroft infiltrate Sherrinford in order to find out how Euros escaped. However, they find out that Euros had systematically taken over the facility. Sherlock, John and Mycroft were to pass a series of tests in order to get chances help the young girl on the plane.
When Sherlock refuses to cater to one of the tests where he needs to choose between the lives or John and Mycroft, Euros tranquilizes them, and transports them to their family home, chaining John in a well with rising water.
It is then revealed that Redbeard was never Sherlock's dog, but his pirate nickname for his childhood best friend, Victor Trevor. Euros, in her loneliness and jealousy as a child, drowned Victor in the well so that Sherlock could pay more attention to her. The girl on the plane turns out to be Euros in a psychotic episode.
Sherlock calms her down, and they take her back to Sherrinford. Sherlock visits her to play violin, and their parents later learn the truth and also visit. John later finds a message from Mary, reminding him and Sherlock of their great partnership.