@Linda0 , oh don’t we love those juicy mysteries?!
But seriously, before warning other hosts about such constellation, consider what one can do to prevent it in teh first place:
it sounds like you were right there when they checked in and you observed that it was 2 females, and a man later. Might be a bit awkward to do, but right then and there you have to speak up, like where is your brother, and who is this woman here now? That already makes them give you some answers and provides you with insight as to what is going on.
You also could have later registered the third person (and collected an extra $26 for that, according to your listing). Best is if you know yourself how to quickly access the reservation page and click on “change reservation”, then you can do it quickly and the guests have to accept it - or not, right on the spot. If they refuse to accept it right while you are there, well then we have an issue.....:they are breaking the house rules - and you can get a bit more serious about having them leave.
But it sounds like you were okay with just observing it all and wondering. I wouldn’t! You never know ahead of time what is going to happen, so I think it is wise to not be passive but go by the book and register each guest. I also put it into my house rules, that only the registered guests are allowed on the property. Simple and very clear, and it gives you leverage with Airbnb when you clearly have it in your house rules, then there is no fudging like, "oh I just forgot to register the extra person" , or "oh I didn't see it on the reservation form."
Good luck to you in the future!