Almost Hacked

So i was on late at night as usual and my brother had gone to bed, i noticed his characters get online so i asked him why he wasn't in bed and i got no response. I went into his room told him he was getting hacked, he switched the password, luckily the hacker didn't put a authenticator on his account, he mailed all of his gold to me so he couldn't take it. As he was doing this he got kicked off his account again and he redid his password again and changed it once more.

I had him download malware bytes and did a full system scan with nothing, this is what confuses me, how could we not find how the hacker got into his account? Also he is ordering and authenticator and his account is alright for now. But hes paraniod about it and we did everything we could to try to clean his computer. But im worried if the malware program couldnt find anything then how did this hacker get in?