The most important thing a person must do in life is be very cautious about the circle of friends he/she has, and who they associate with.
We need to be extremely picky and sensitive towards this.
You need to advice your brother about the direction he is going, and how all this will affect his spirit and religious faith. Try to show him the bad effects of these people he is associating with, and how damaging something like an illegitimate relationship will be, and also alcohol.
If your advice does not have any effect, try to ask someone he respects to intervene, inform your parents to calmly advice him, and just try your best to dissuade him. Seek advice from people around you as well, who know him.
Dua is also very important. Hopefully, he will come to his conscience and realise the wrong direction he is heading. Just never give up.
With prayers for your success.