형 is the older brother regardless of weather the speaker is a boy or not. The problem I am having is I cannot get my tongue round 형! In the tips there is the following:-The name you use for a sibling depends on your gender, their gender, and who's older. You would only ever call an older sibling 오빠 or 누나, and never their name. The same is true for older cousins and older friends.
빨리 와 ends with the verb "to come" so it translates to "come quickly," which in English makes grammatical sense to me. I have used it in normal conversation with my children and with colleagues at my work (hospital). I am a native born speaker of English.
Hurry up in English is less precise. For a similar phrase in English you might use 빨리 해, which means "do it quickly."