Ok. So I'm going to say upfront: this post is going to come off as very harsh. It's not my intent to dissuade you from the story you want to make, but to help you improve as a writer. I say this as someone who used to do the same thing you're doing in your comment, which I'll explain in a moment. Just please keep this in mind as you read this comment.
All of your explanations about the characters and the story mean absolutely nothing for two completely different but important reasons that I need to dive deep into.
The first is because this isn't real life, this is a story. You control the events. You control what happens. When you try to use in-story reasons to defend something, you're ultimately missing the forest for the trees because you can change that. Let me create an example to explain what I mean.
I want you to imagine a generic fantasy world where orcs and humans fight. Now let's say that orcs in this world rape defenseless humans before killing them. Now real quick, this aspect is NOT needed by the story. Why? Because it serves no purpose but to just further vilify the orcs, something they don't need. People who read this story are uncomfortable with the fact that the writer put this into the story. The writer defends it by saying "Well, see, it's because the orcs were created by this evil god who blah blah blah blah." It doesn't matter. It's about rape and it's not needed for the story to function. The writer can remove it and it won't change anything.
When you're a writer, you get to choose what stays and what doesn't. If someone is telling you why certain things are just not good in your writing, trying to defend your choices with in-story reasoning isn't defending it. It's saying you don't want to change it and think it's okay despite the massive problems you're creating.
So let's put this into context: Mallory being killed. My feedback was how it was such a stereotypical thing to do, to kill the little sister over the big brother. Rather than stop and go "Hmm, do I even need to kill Mallory to proceed with the story?" you instead went into your in-story reasoning to defend the choice. Think about this honestly: if you rewrote the story to have Mallory present, other than needing to include her would it be so different?
Now this isn't to say you can't just kill a character off. However, it's about how you do it. My issue isn't just that you kill her, but that you do it so early in your story and then have the gall to push a "Please forgive him, he used to be nice" sentiment on the player.
This gets into the second reason: because your characters aren't acting like real people. They're acting like characters in a story.
I want you to imagine the closest person to you in your life. You don't need to name them, you don't need to identify anything about them. Just think about them. Now let's say someone did something nice for you, then a few hours later that someone killed the person you're thinking about right now in cold blood. Right off the bat, think about how you'd feel about that. Now let's say someone ELSE then came to you and said "Please forgive the person who murdered the person closest to you. They used to be a nice person."
Would you actually ever forgive them? No. You wouldn't. They took someone important to you. You'll never get that person back. There's no reason to forgive them but EVERY reason to seek revenge on them, and you would feel it was insulting for that third person to even DARE suggesting that you should forgive the murderer.
Similarly, this gets to Lyam's behavior. Your explanation is "he doesn't want to rock the boat" but let's change this scenario and put YOU in his shoes. You got lost in some woods when a crow drops a letter in front of you with your name on it, written by someone you've never met, that leads you to a mysterious place deep in the woods where the person who wrote the letter is seemingly super nice. Would you REALLY not try to get some answers for how they knew your name? You would trust this absolute stranger that much? If yes, then you're absurdly naive, especially when there are ways to frame questions where you make it clear you're not trying to rock the boat but you're pointing out that you DO need to be cautious, which a genuine nice person would keep in mind and realize. If I were Lyam, I would ask this:
"Listen, sir. You're being very nice to us so I don't have any desire to upset you, but we've never met you before and I must be cautious for my little sister's sake. How do you know our names?"
Furthermore comes that later that night, when it's bed time. Lyam CLEARLY feels something is off. He should be super wary about things. He should be doing things to ensure Mallory's safety when he's not. So again, put yourself in his spot. In his situation, what things would you do? If I were Lyam, I'd have the plan to keep the machete near me all night and tell Mallory this:
"Listen, Mallory. If you wake up in the night and someone else is in here or trying to take you away for any reason, you wake me up. No matter what, okay?"
Even if she questioned it, wanting to know what was wrong, I wouldn't tell her the reason and would insist she promises to wake me. Even a child would understand it's something very serious and to just do it. Now whether she remembers when awake is another thing, since she is a child and it would also be simple for Syryus to trick her to not wake Lyam ("I want to play with you for a bit") but at least Lyam behaved like a real person and thought ahead. Hell, a real person in that situation would probably not be able to sleep at all, driven by adrenaline to NOT trust these strangers as they stay awake all night with that machete in hand. Of course, that has the issue of them succumbing to sleep eventually, leaving an opening.
In short, at minimum you need to write your characters like they're actually people, and at best you should try to come up with ways to make your story less stereotypical.
Speaking of stereotypical, allow me to make a variety of predictions for individual details you'll have about the characters. I don't want you to confirm or deny any of these, I simply want you to read this list and think about how many I'm getting right.
1. Lysander had a sister who he either utterly adored or absolutely hated, no in between.
2. Lysander was abused. Most likely the reason why was for being gay.
3. Lysander was a genuinely nice person who tried to help everyone.
4. Syryus was one of the only people who cared about Lysander, thus why they were partners.
5. Syryus is going to be the one responsible for Lysander becoming a vampire, likely becoming his "servant" in the process to ensure it works.
6. Lysander was twisted by the cruelty of people over centuries, which turned him into who he is now. Alternatively, he became this way after he was the one with power who could push others around.
7. Lyam's quest will be about discovering this person who Lysander was and making him "better."
If none of these are what you're planning to do, then good. You're not as predictable as I'm thinking you are. The more I got right or mostly right, the more you should rethink parts of the story. If I actually got all 7 right, you should stop where you are now and rewrite the entire story because otherwise it's going to be predictable and dull.
Finally, let me throw some more stuff in here to show how you can combat the issues I've brought up both in the first post and in this one.
1. Have Mallory call Lyam as Lyam, not Big Brother. Not only is the "big" part not needed, but this isn't something people do in English speaking. It's more likely for Mallory to call him Lyam, a nickname of Lyam or, if this is actually set in the modern day, something like "bro."
2. If you insist on Mallory being killed, you need incentive for Lyam to want to get to know Lysander and possibly even forgive him. Easy solution? If Lysander can be changed, he'd be able to revive Mallory not as a vampire but as a human herself. This incentivizes Lyam to do these things, because it's only going to be in doing these things that he'd be able to change Lysander.
3. Also in regards to the last one, keep Mallory alive longer. If you need reason to keep the two there, there was a freak snowfall/storm that prevents them from leaving yet. That way, you have her there longer to actually establish a real relationship between her and Lyam, as well as have more time with both of them interacting with Lysander and Syryrus to make it far LESS likely that Lyam would attack either of them upon seeing his dead sister. In fact, you can use this time to begin the process of the player learning about Lysander and making it harder for Lyam to hate Lysander entirely.
4. Legit, try and drop the vampire part and make your own thing for why Lysander and Syryrus are immortal. Otherwise, you got some HEAVY Lestat vibes going on. If you don't know who Lestat is, look up Interview with the Vampire and the Vampire Chronicles.