I read this story a few years ago while looking at various TVTropes pages. It’s about a group of four, two siblings, their personal assistant and the man who’s flying them to this alien hunting world. They’re there to hunt down a particular beast which for some reason I can’t help feeling like it had something to do with Platypuses. During the story the sister shoots a member of a non-threatening and protected race who then kidnap her in the night to try and replace the one she shot. Her brother and her (after being rescued) kill most or all of the little pack that abducted her. The story then goes on with the group’s deterioration as the creature begins to hunt them and ends with the tour guide and assistant escaping.
Softly spoke the Gabbleduck by Neal Asher, contained in The gabble and other stories (2008). The siblings are Tholan and Tameera. Tholan's personal assitant is Anders. The story is told from the point of view of a local guide. Tameera shoots a sheq, also known as shit-eater. The other sheq kidnap her to replace the one she shot and her brother goes in pursuit. Unfortunately for the little group there's also a gabbleduck, a highly dangerous duckbilled alien creature talking nonsensical phrases, around. The twins die, Anders and the guide survive, waved goodbye by the gabbleduck.