Hard to know what to say about Steve's family...
At least his bro seems like an ally. You really are amazing to put up with their crap because you know Steve likes seeing them. As others have said - they must be hurting like hell, but why take it out on you? They're just not normal.
Changing the locks is a great idea
I know you think that you're in the final days of all this . Hopefully you can maintain a good relationship with Steve's bro but not have to see the other nutters.