For asking him to delete out sex messages?

Why would you enter a sexual relationship with someone you don't trust enough not to get offended at a perfectly reasonable request?!
There is no need to sugar-coat it. "Please delete our messages before you give the phone to your brother" is as tactful as it ever needs to get.

Why would this offend him? It’s understandable that you wouldn’t want to risk other people seeing them if it’s happened before?

Oh no. Nightmare. Ask him to delete all chat and messages and show you

This is all very closing the stable door after the horse has bolted though - worrying now that someone might see the sexts you sent to a shared phone??

Oh, and just on another point...who on earth leaves their phone with their brother while they go away? Generally only a person who is going away to someone they don't want to see their phone, or someone who wants to be able to say 'it wasn't me...my brother had my phone...'

How can you be embarrassed or awkward about this but ok with sexting? I'm not a prude and have no issues with the concept but surely if you're sending him pics or erotic messages you can ark him this? It's not offensive. It's about his brother possibly seeing them, not that you're scared he's going to deliberately share them.

You shouldn't need to have to ask him. The fact you think you do and that you imagine it will offend him (and care!) says you probably shouldn't be sending them to him at all. Once you've sent a message you have lost all control and rely on the other persons discretion. If you don't trust that, then don't do it. And you REALLY shouldn't be worrying that asking a man not to allow his brother to view sexual messages might offend him! Of course ask him to delete. No guarantee he will though.

Others may come along with some ideas about how you go about tactfully asking for the deletions.
My knee jerk reaction is, lessons learned if you don’t want to repeat this anxiety,
No more sexting with anyone ever again.
You will have no proof presumably that the texts have been deleted anyway so why put yourself through it?
I hope he does the right thing and your anxiety is quickly dissolved.

Just tell him since his phone isn’t exclusively used by him when he travels, you would appreciate it if he would delete the sexting messages. If he gets offended, then that’s a red flag.