Ok, so I am just going to tell you it sounds to me like you and your brother were engaging in normal, explorative sexual play. You were close in age and you were curious. Getting an erection and even having an orgasm as a young kid is normal. Sexual abuse happens when there is coercion, threats or manipulation. Sexual abuse is about power. Usually sexual abuse happens with a marked age difference. Exploratory sexual play is usually between kids that are close in age and can happen with siblings. Could this be sexual abuse? I dont know the full situation.
This does not mean you are necessarily gay. You were curious about your body and your brothers body. You could have done this with a girl and then you could be gay or bi it does not signify anything.
I am concerned though about the sexual show you saw on tv. This could have been information you got way too early and then you were acting this out. Again this is normal for a young child who is exposed to sexual information then will want to act it out in play. You could have used a parent intervening and talking to you about your body and better ways to play with your brother
Having said that, I dont know how this will effect him.
As far as you possibly being abused when younger by an adult, there other signs then engaging with sexual play. So, children who have been abused will engage in sexual exploration and will masturbate but so will children who have not been abused. Sexually abused children however will act in sexual ways and masterbate maybe more often. They might display signs of PTSD like nightmares, excessive neediness, separation anxiety and developmental regression. Also, it is important to note that children who have been abused dont necc go on to abuse. Sexual offenders have usually a sociopathic or narcisisstic personality. This is what I know and others may disagree about this sensitive topic. I cannot for sure tell you everything is ok. I do wish you could see a therapist for your depression and anxiety. Perhaps you can get that to happen and once you trust your therapist talk to them about this. I am sensing a lot if depression and guilt feeling so which seem to me the bigger concern for a 15 year old then childhood exploration which was more than likely normal.