Here it says that Yehu killed Achazyahu's brothers. In Divrei ha'Yamim II, 22:1, 8 it says that a troop of Arvim killed them, and Yehu killed the sons of Achazyahu's brothers!
Radak: Indeed, Yehu killed the sons of Achazyahu's brothers. They are called brothers, like it says "Lot Achiv" (Bereishis 14:16; really, he was the son of Avraham's brother).
Who are "Bnei ha'Melech"?
Radak: They are Achav's sons.
Who is "ha'Gevirah"?
Rashi: It is Izevel.
Why did they say "Bnei ha'Melech u'Vnei ha'Gevirah"?
Radak: They showed honor to Izevel, for Achav heeded her and did according to her word.
Why were they coming?
Radak: They were doing the service of Achazyahu, to help Beis Achav, like Achazyahu used to.
Why did they not fear Yehu?
Radak, Malbim: They did not know what had happened. They heard only that Yehoram had died in Ramos Gil'ad.