I was in a similar situation about a year ago. While on vacation, in a club at a mountain resort, I hooked up with a HB9 brunette. After a few push-pull routines, she was all over me, she even went as far as "marking her territory", placing her pearl necklace on my jacket. But she had a guy friend who clearly had a desperate crush on her and was a drag-along, basically.
Anyway, she invited me over to her hotel room. All's well, all alone, the two of us, same night lay's looking good. Except that suddenly the guy just showed up, not knocking or anything. Just stormed in and said "Let's have some fun". While I had a good come-back, I played the "hard-to-get" guy, so it was obvious, but just resorted in saying that we'll come downstairs in a few minutes. He said "OK, I can wait here". Long story short, it went back and forth between us shoo-ing him out of the room and him just wanting to stay.
Anyway, I ended up sleeping at her place. After the party downstairs ended and me and the HB went upstairs, he still came to her room and wanted to show her something off youtube. Turns out it's an entire movie. I ended up falling asleep.
But she made up for it in the morning
As in "7 AM" morning.
The thing with telling the guy subtly to "leave us alone" didn't work. While on paper it would've been a great idea to tell him myself to get the fark out in a gentle way, either he would've become aggressive ( which actually did happened every time I opened my mouth, but didn't bother to answer back ).
So basically, you can't win with the guy, you just have to out-smart him. Ideally, tell her place some "red herrings" on her tracks ( like "It's girls night out" stuff or whatever ) and then the two of you go out and have fun.