"We expect everyone involved in Scotland Rugby League to adhere to the highest standards of behaviour," Scotland Rugby League chairman Keith Hogg said.
"We fully support the code of conduct that is in place for everyone who is involved in the 2017 World Cup.
"We all understand our responsibilities to the game and we must respect the sport and everyone who is involved in it at all times.
"Unfortunately, these three players have not adhered to those standards and those values and will be leaving early from a tournament that it is a privilege for us to be involved in."
The matter comes just a week after Italy's James Tedesco and Shannon Wakeman found themselves investigated by the tournament's integrity unit for an incident in a Cairns nightspot.
Wakeman is reported to have king-hit the NSW State of Origin star following the team's first-round loss to Ireland.
Meanwhile, it all but dashes Scotland's faint hopes of qualifying for the quarter-finals. The fourth-ranked Bravehearts must beat fellow winless team Samoa to set up a finals berth against Australia.
However they'll now need to do that without their best player in Brough, whose World Cup career is now seemingly over.
The 34-year-old playmaker has played 13 Tests for Scotland and was the English Super League's Man of Steel in 2013.
Scotland, who drew with New Zealand in last year's Four Nations, had endured difficulties from before the tournament began when their only NRL regulars Peter Wallace, Lachlan Coote, Euan Aitken and Kane Linnett were all ruled out through injury.
They were then flogged 50-14 by an under-23s NSW Country team in their only warm-up match, before conceding 124 points in their opening two games of the tournament.