Theory: Twins are considered unlucky and Ming Hui is third prince's twin (and or he could be male too, suspecting but not sure) and they think "Jun Min" is also a secret twin. I dont think they've found out shes a girl.
Youre all saying that the third prince and Ming Hui are twins, but Yan said that it took him a few years to realize. Wouldnt he know if they were twins?