All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
It is known from the Religion of Allaah that no bearer of burdens bears the burden of another person. Allaah Says (what means): {And every soul earns not [blame] except against itself, and no bearer of burdens will bear the burden of another.}[Quran 6:164]
Therefore, the people whom you mentioned in the question will not be affected by the sin of the woman who does not wear Hijab unless they are pleased with it or that they are negligent regarding their obligation towards her.
Moreover, we are not aware of any Hadeeth with the meaning that you mentioned in the question. Rather, what we know is that if a woman who does not wear Hijab is under the guardianship of a man like a husband (with his wife) or a father (with his daughter), then he must oblige her to wear Hijab as Allaah Says (what means): {O you who have believed, protect yourselves and your families from a Fire whose fuel is people and stones, over which are [appointed] angels, harsh and severe; they do not disobey Allaah in what He commands them but do what they are commanded.}[Quran 66:6] Besides, it is confirmed that ‘Abdullaah Ibn ‘Umar said: “Every one of you is a guardian and is responsible for the people under his guardianship: the Imaam (Muslim ruler) is a guardian and is responsible for the people under his guardianship, and a man is a guardian in his house and is responsible for the people under his guardianship.” [Al-Bukhari and Muslim]
Therefore, whoever is negligent regarding anything of the above is sinful and he deserves the punishment of Allaah.
As regards the son or the brother who does not have any form of protection or disciplinary guardianship over that woman, then they are obligated to advise her and if they are negligent in this regard, they are sinful [for not advising her].
Allaah Knows best.