The problem is, they came in and saw that their timeline had changed dramatically, and The Umbrella Academy was now called Sparrow Academy, and in season 3, everything is likely different.
Are there more children alive with superpowers?
The Sparrow Academy is almost certainly six of those kids are special plus Ben. It also seems likely that Lila is someone else. They are 14 people with superpowers with a possible remainder of 32 in The Umbrella Academy.
Will Vanya be the cause of a new apocalypse again?
In the first season, she pulled the moon out of the sky and destroyed Earth. In the past timeline, he blew up a federal building and caused the Kennedy assassination to not happen. Have you shaken that curse with the season 2 finale?
The Hargreeves brothers went back to the present day and saw that they never existed like The Umbrella Academy. Obviously they are the heroes trained by Hargreeves, but that was a different timeline.
Anyone who watches time travel entertainment knows that changes create alternate worlds. If Hargreeves never took these specific children from their parents, they never became heroes. Are these alternate versions?
Harlan Cooper still alive?
Harlan is extremely powerful, thanks to obtaining some of Vanya’s powers. Where is he now, and how powerful has he become since he last met Vanya in The Umbrella Academy Season 2?