Your relationship with your cousin (or any other person) was never your brother’s business, and as adults it’s up to you how you want to manage it. It doesn’t matter if he thought you were “terrible” for wanting to cut her out - you already tried to get along, but she doesn’t respect your boundaries, seems entitled and wanting to distance yourself isn’t an unreasonable reaction to that.
If your relationship with her really is untenable then I don’t think you are wrong to block her.