Eurus

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SPOILER ALERT!!! Do not read if you have not seen Sherlock Season 4 Episode 2!

Also, this one may be very upsetting for some people. It was certainly upsetting for me! It involves mental illness, violence, cruelty to animals, confinement, fire, and drugs, so if you are triggered by these things, don't read this!

Anyway, here is my theory about Eurus, Sherlock's secret mad sister:

When Sherlock was a toddler, he and Eurus were very close. They played every sort of childhood game together. Sometimes they would make up elaborate games of Pirates, or long games of Deductions, but sometimes they would simply play Hide and Seek. Sherlock was very fond of his big sister.
But what Sherlock was too young to see, let alone remember in his adulthood, was how dangerous his sister was. Mycroft and Sherlock would sometimes do dangerous things for the sake of science, but neither of them would ever have intentionally harmed anyone. Eurus would do things like loosen floorboards so that her parents would trip and she would hope for them to break bones. She also did horrible things to the other kids at school just for looking at her cockeyed. Before long, she was killing the neighbourhood pets so that she could dissect them. She seemed to be obsessed with blood.
The final straw came when her parents caught her loitering in their bedroom doorway with an axe in her hands and she admitted that she was going to try to kill them.
For everyone's safety, her parents pulled her from school and confined her to the attic. They often sent up tutors and therapists, but none of them ever stayed for very long.
Sherlock didn't understand where his big sister had gone. He looked for her every day, but never found her. Sometimes, at night, he thought he could hear her singing, and this often gave him nightmares. What made it worse was the scary stories his brother started telling him about this terrifying and deadly force called the East Wind. (Mycroft knew that Eurus's name meant East Wind. He wanted to teach his brother to be afraid of Eurus and stop looking for her.) His parents eventually got him a puppy to help him feel better, and it worked, a little bit.
Eurus was confined to the attic until she burned the house down. After that, she was sent to the Sherrinford Mental Institution, where she presumably remains to this day.
Mycroft often calls Sherrinford to check up on his sister, but Sherlock's memories of her are now very faint. In fact, the only times he can remember her now are in his increasingly frequent flashbacks. He does not understand what they mean, and he finds them very disturbing. Sometimes, the only way he can escape them is through drugs.
What Mycroft does not know is that Eurus is a master of disguise, and that she recently used this ability to escape from Sherrinford. When she found out that her little brother was being sent to his death by Mycroft, she found a way to broadcast a message on every television in England, and made it look like it was from Moriarty, so that her brothers could not possibly ignore it. Still, it was a simple message. She wanted to know if her family missed her, particularly Sherlock. Eurus recently spent a whole night chatting and wandering through London with Sherlock (she was in disguise, of course). While she was with him,  she left him another message, which he did not pick up on until later, asking if he missed her. Of course, Eurus knows that Sherlock will be disappointed to find out that Moriarty really had nothing to do with these messages, but the important thing to Eurus is that she saved her brother's life, and soon, they will be properly reunited...
...as soon as she shoots John for making a funny face.

I apologize for the creepy headcanon that turned into more of a oneshot. Most of my work is not nearly this dark. I just really needed to get this off my chest! This is one possible explanation for the whole Sherrinford thing. I guess we'll all find out whether or not any part of this headcanon is right when Season 4 Episode 3 premiers. You never know. I could be dead wrong. (I hope I'm wrong about the animals! I really hate cruelty to animals!)

I also apologize that this one had very little to do with John (most of my Sherlock stuff has a lot to do with John). But just imagine how conflicted Sherlock will be when he finds out that his sister was going to shoot John in the face!

It's interesting to think that the next person Sherlock has to stop is a member of his family, someone he almost certainly loves!


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