My brother married my long-time (15 years) therapist's sister (they met in psych graduate school), so a) cant get much weirder than that and b) the problem was, my brother tried to say that i then had to stop seeing my t (even though i had been seeing her for several years already), because she should not be seeing quote a family member. Obviously he was just experiencing sibling rivalry and trying to take "mom" away from baby sister me. So my t told him to bug off.

Are you concerned about the lack of privacy, or primacy? It should have been exclusively your safe space. You can remind your t that she should not be discussing your stuff with your brother's t, get assurance that she isnt? You really should have that privacy. If it bothers you, yeah i would move agencies.