Hi Scorpio and welcome to PC.
Yes, this is a very complicated relationship.
I am surprised that if your brother has picked up on the vibes that you give off towards his gf that he hasn't asked you to move out
I think his gf is being really kind in the way she has dismissed your questions about whether she has deep feelings for you too.
She's right - it's not good for her relationship with your brother; and it's not good for your relationship with your brother either.
What good will come of all of this?
If you do have strong loyalty towards your brother, you would possibly find a way to move out.
She does not seem to have given you any signal what so ever that she is about to leave your brother to be with you.