I've noticed this for a while now and I'd like to figure out what exactly is causing it, though searching online reveals it's not uncommon.
Basically, open up 'Network' in Explorer, and quite often there will be a completely random phone listed in there. See the following screenshots for example:
http://imgur.com/HTGMLNz
http://imgur.com/IBVqskJ
The MAC addresses don't show up in the arp table either, they're not visible in Fing, and there's no entry for them in the router (the BT router keeps a sort of log of what's been connected, how much it's downloaded, etc). WiFi is WPA2 secured with WPS disabled. BT's WiFi-sharing nonsense is also disabled.
I'm not really sure how Windows discovers devices for that Network page - I would've thought they'd need to be connected to the LAN but that shouldn't be possible. And nor should the router be giving any devices MAC access to the network without WPA authentication, unless there's some firmware bug to do with the public wifi hotspot feature, but even so nothing shows up when I scan for networks with e.g. a phone?
Anyway, have a look yourself, you may be surprised! And any ideas on what's going on would be much appreciated! I decided to try using the ISP router, just for once, so there's one less device to maintain!