My Sister got engaged and both families agreed that my sister and the potential should exchange numbers (without me knowing). Later I found out they write each other without mahram (to which all agreed). My father later realized this was wrong to do. What would you adivse to do now?

You should advise the brother and show him that this is forbidden. You can judge according to his reaction whether he fears Allah Subhanahu wa Ta'ala and stops or not. You should stop this immediately. If they did not know, you teach them; if they knew, then this is disobedience to Allah, and that on its own speaks volumes.