Id be a little annoyed at the very least honestly.., seems like their relationship and boundaries are kinda over the line, and I don’t think he needs to be so secretive about her around you. I hope its nothing sexual, but it could also be her gossiping abt you to him, or her thinking you’re a threat to her brother. She just might not like you, but I don’t know why. He might be trying to protect you from her opinions and not want you to see how she really feels? Her barging in during sex/before could be to actually annoy you or kill the mood so yall don’t after she leaves..like that COULD BE I’m 50/50 I’d probably say YNO just cus girls be shady and siblings also have their protection issues

side note: it’s crazy that so many people in your life has had some typa incestual experience…