Possibly "The Problem of the Sore Bridge – Among Others" by Philip José Farmer writing as Harry Manders
I've not read it, but a relative of Holmes who is a thief made me think of the character A J Raffles (invented by E. W. Hornung who was Conan Doyle's brother in law) who is often presented as a relative of Holmes in other works by later authors
The Wikipedia entry on Raffles mentions this story in the section Other appearances -> Raffles and Holmes
Quote from Wikipedia:
Philip José Farmer put Raffles and Manders into a science-fictional situation in his story, "The Problem of the Sore Bridge – Among Others", in which he and Bunny solve three mysteries unsolved by Sherlock Holmes and save humanity from alien invasion
Note that the character Harry "Bunny" Manders appears in the Raffles stories as a sort of Watson to Raffles' Holmes.
In the quote above "Manders" and "Bunny" refer to this character and Philip José Farmer appears to have released this story using the pseudonym Harry Manders