What if Sherrinford is not the name of a person but rather a physical place? Mycroft says 'Put me through to Sherrinford' and assures Lady Smallwood that "Sherrinford is secure'. These could easily refer to places, especially a place imprisoning Eurus. It would make sense then that Eurus wants to get revenge at her brothers. Mycroft keeps saying that in matters of national security, his kinship has no effect - maybe that is what Eurus is so vindictive about.

I’m following the discussions at this awesome Sherlock community here: https://goo.gl/wnfyqj. It has a bunch of enthusiasts curating all the best theories, episode discussions, etc. about Sherlock in one place. Worth checking out- it has an awesome episode 2 discussion!