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Season 4 episode 3 of Sherlock is titled The Final Problem and it is expected to focus on the third Holmes sibling, who made her appearance in episode 2. The Season 4 finale will be streamed live on PBS and can be watched online on the channel's website as well.

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Some lucky fans were given an opportunity to watch the final episode before it aired on Sunday, and based on their reaction, it is safe to assume that Season 4 episode 3 is going to contain a lot of shocking elements.

"Moftiss took us to a very dark and distressing place. This episode will blow you away. very very very very thrilling!" wrote one fan on Twitter after watching the finale. Another added: "People laughed, people screamed and people definitely cried #Sherlock #tfp #thefinalproblem."

At the special screening, showrunners Steven Moffat and Mark Gatiss spoke about the Sherlock's sister, saying they had made a subtle reference to the third Holmes sibling way back in 2010. "We made - and, thank God, cut - a reference in [2010's] 'The Great Game' where Mycroft is explaining he is smarter than Sherlock, and then goes on to say, 'My sister of course...' and then gets cut off," Moffat was quoted as saying by Digital Spy.

"It was just a joke, just a passing thing. Thank God we cut that, because we could keep the secret a bit longer. The madness, that we thought would never sustain, of hinting that Sherlock's got a brother and then pulling, frankly, in the circumstances, the only twist you can - which is it's actually Sherlock's sister."

As for whether Sherlock will return for Season 5 with Benedict Cumberbatch and Martin Freeman, the showrunners said it was a possibility. 

The synopsis for The Final Problem reads: "In the final episode of this series, written by Mark Gatiss and Steven Moffat, long-buried secrets finally catch up with the Baker Street duo. Someone has been playing a very long game indeed and, alone and defenceless, Sherlock and Dr Watson face their greatest ever challenge. Is the game finally over?"

Sherlock Season 4 finale will air this Sunday at 7pm on PBS.