I’d say it’s normal to feel bad sometimes and have some level of guilt over this. It’s the extreme and suicidal-level guilt that’s the problem of course. I’m not sure what telling your brother would accomplish. It would probably make him feel gross, weird being around you, and generally have a negative impact on your relationship. I suppose you could make a pros and cons list, like with any decision. It’s something you could talk about in therapy at any rate, along with your fear of getting shot/hurt if others found out. I’m glad therapy is helpful and hopefully, with time, you can put things in perspective and move on, and like you say, be the best brother you can be going forward.
Best wishes to you and your brother,
Jan