Little Sister,
I know all of this must be terrifying for your entire family. We are told to try and live a life that resembles some sort of "normalcy" but we know deep down it will never get there. That's the first big shock of all this. Add to that the reality of facing death and there is no logical reason a person would not feel anxiety and depression. Throw in a few narcotics, steriods, etc., and the depression is almost a given with anxiety coming and going. When treatment is going there is a whirlwind of activity and controlled chaos. Suddenly, the world comes to a screeching halt and you get to just sit around and wonder...and then worry. The stillness in the air is deafening. I tell everyone I know going through treatment to fill your presence with people and things to do when treatment ends because everything stops so suddenly that depression and anxiety sets in quickly. In my case, a dear friend came over every day while I would have been home alone and just brought a movie to watch. I remember so many times we would talk as the movie started and then he would be waking me up to say he was leaving. I found that it was easier to sleep knowing someone was there "just in case". It calmed me enough to sleep even though I doubt if there was much he could have done had their been complications.
I know it is difficult to see your brother like this but it is much more difficult for both of you if you avoid him. He is now starting to come out of his shell and he needs someone close to him to share his fears. Does he have a good friend from work that he could confide in?
The other thing you could do is try and make a list of what ails him physically. Take the worst thing first and peck away at the list with the doctors so he can see some type of accomplishment towards feeling better. It is truly a journey of a thousand miles taken a step (or a half step) at a time. Progress by the day is not something you will notice, especially as many times as your brother has had to go back and start over.
Keep the dialogue open, find someone he knows and trust to check in regularly (like at least once a week) and make sure the whole family gets together even if for a few minutes a week. Surrounded by love will ease the soul and the heart immensely.
Ed