nekoreichan,
I can add little to the honest and heartfelt advice already written here, but your story is far from boring and I wish you well. Oniichan will be very confused right now from the shock of feeling good about life to suddenly being treated and no doubt feeling like a criminal in just a few days. I have experienced what this is like and it is something that will live with him for a long time. Part of his confusion is that he is being criminalised for doing what he enjoyed and was a beautiful thing - spending time with you - which he knows is wrong according to JW's but he didn't feel was wrong - in fact he loved being with you.
You can help by being there for an open communication when he is ready but ultimately he needs to face the consequences of what he wants - to either turn his back on a religion that condemns him for doing something that is normal and with it his family and all his friends. Or try and reconcile himself to the religion by working hard to prove he is a good JW again. Either way he has to make that decision and will take many years to come to terms with it.
For him - this is an emotional upheaval like his parents dying or being divorced by a long term partner - but in many ways worse. Most would consider this to be a very bad time to get involved in a relationship. So it doesn't mean it can't work but just be realistic what is involved and take your time.
I am sorry this is something you are involved with as you have done no wrong and it is the fault of a belief system with serious flaws. Let us know what happens if you feel you want to at some point in the future or if you have any questions.
MMXIV