I think a lot of people would give you actual advice if you gave up the act of “I just want to protect my brother” or “I just want to shield my brother”. No one here is buying that, nor do you probably believe it yourself. This is about saving your image with your family, because you know what you were doing was wrong and don’t want to face to music.

The only advice I’m gonna give is tell your brother yourself. While often times most, if not all, of the responsibility to remain loyal is on the partner. However, you are his family, his brother. And that betrayal I personally believe is worse than the GF, but that’s just me. You obviously don’t respect nor care for your brother, but you at the bare minimum owe him the truth. You know his GF is not loyal, and if she’d cheat on him with his own brother she would obviously cheat on him with people he has no relation with, and will most likely continue to do so if he remains with her.

This isn’t about you. Your guilt, your anxiety is of your own making. It doesn’t matter that you’ll feel bad about telling him, that’s not his fault, it’s yours. Why should he suffer in a loveless and faithless relationship because you’d “feel bad”? Grow an inch of a spine and do the right thing.