Each passenger has their own ticket.

The 4 tickets may be on one PNR, but they are separate tickets. If one passenger no shows for the return, her ticket will be cancelled and wil retain whatever value that ticket retains under its fare rules provide (presumably nothing in this case).

You don't owe any explanation for anything and should not say or do anything. It's possible that as a courtesy, someone may ask where the 4th passenger is and you should just respond that you're not sure, but you hope they make it. The cabin door will close, you will fly home, the 4th ticket will be cancelled and that will be the end of it for you.

Whatever the 4th passenger does, she should not attempt to make changes before outbound departure and there is no reason for her to cancel the inbound departure. Indeed, she may even wish to OLCI for the return and, if the flight is delayed or cancelled, collect appropriate EC 261/2004 compensation and call in and ask to be rebooked for the date she then wishes to travel.