All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.
Any woman who menstruates while praying should stop praying as it is forbidden for her to continue praying while in this state of major impurity. Her being shy of stopping praying in front of her brothers is not an excuse that makes it lawful for her to continue praying if she is menstruating or if her ablution is invalidated.
She should not, in this case, use rhetoric if asked why she stopped. But she could just limit herself to saying my ablution is no longer valid. But if she continues praying, this does not influence her brothers' Prayer. But her own prayer is forbidden, and therefore, it is invalid.
Allah knows best.