Who is the third holmes brother? Sherlock s3e3

In the very closing scenes of Episode 3 of BBC Sherlock Season 3, Mycroft refers to a third holmes brother...

but who is it?

I have no idea, but I secretly hope it's this bloke from the third episode of the first season - the great game

He only appears once, for this one, seemingly random and unexplained scene. 

I hope this fella has some connection to them, or is referenced again, because he is a thread which was never explained much or brought to any real conclusion. Who knows? Maybe he is the mysterious Holmes #3

However, Mycroft does not specify whether the other sibling is male or female. He just refers to them as 'the other one'. In 'The Copper Beeches', an original Sherlock Holmes story by Doyle, Sherlock says 'it is not a situation which I should like to see a sister of mine apply for'. Therefore, it could be a sister, too.

See also - How Sherlock Survived The Fall 

and The Rare Version of Empty Hearse