The Holmes family.

The Holmes family mansion. Late evening.
A tense silence filled the living room. In front of Sherlock lay an unsigned letter, delivered just a few minutes earlier.

"If you want to know the truth about the child's disappearance, come to the old train station. Take a girl named (your name) with you. She doesn't know who she really is."

"Another game?" Sherlock said coldly.

"If this is a game, it's too well-prepared," Mycroft replied . "The name '(your name)' doesn't appear anywhere. Except in one place..."

He took an old folder marked "Closed" out of the safe.

There was only one entry inside.

Name: (your name) Holmes.

Status: Missing at age three.

There was silence.

“So...” Mycroft said quietly.

Sherlock closed the folder.

"If the letter is true, then after all these years our lost sister is alive. And, apparently... she doesn't even suspect who she is."