Sherlock - For High Functioning Sociopaths only

didn't Sherlock recognize his own sister in the woman with the cane?

And even if he just doesn't know that he's got a sister, he must've recognized her when Mrs. Hudson brought him to the therapist house. He's a goddamn smartass that notices everything, for Pete's sake

Eurus was institutionalised when Sherlock was still young, so he hasn't seen her in years.

Judging from Mycroft's comments about Sherrinford being "secure", I'd wager she was kept in some kind of psychiatric facility or prison, after it became clear that she was far more unstable than either of her two brothers (which is saying something).

The trailers for the next episode indicate that Sherlock has some degree of memories of his sister, but if he's the youngest sibling as it's been inferred, that's probably the reason he doesn't recognise her now.

Neither Sherlock or John noticed she was the same woman, something she chalks up to them never really paying attention to women's faces. In Sherlock's case, we know that he doesn't really pay attention to people (he often fails to notice John's lengthy absences), so he doesn't really look at faces unless he's actively scanning someone.

Didn't help that he was high as a kite during the time he spent with her. Even his ability to scan was compromised, as we saw him struggling to work out the connections that he'd already figured out, but which his conscious mind hadn't yet caught up to.

We saw his drug-binge also made him hallucinate and lose huge chunks of time. Remember the scene transition from him holding up traffic in the road, to being back in Baker Street, with zero memory of how he got there and the people who brought him home? It probably explains how Eurus "disappeared" from the bench... she probably left when he zoned out after collapsing against the railing?