Her behaviour indeed doesn't add up to her written and spoken declarations. Is there a specific reason she wants to move to the same area as her brother? Aside from liking him I mean?

I'm sorry she is putting you through this. I do agree with some of the others that you should set a limit of your financial support and emotional involvement if she keeps this up. Maybe you can set a soft limit to yourself, assuming to reduce both when she hasn't returned in, say, 4 month. Half a year is plenty of time...