I don’t want to write him out of my life as the rest of our family has passed away and he’s all I have left.
I understand your feeling here OP but you need to reframe it.
I am sure you have many people in your life - none of whom make inappropriate sexual remarks to you.
The fact of him being your last surviving blood relative does NOT make any of this excusable & it does NOT mean that you need to tolerate it.
Your brother knows that his sexual remarks make you uncomfortable.
You have told him you need him to stop doing it.
And yet he persists ...
How curious. Almost as if he doesn't understand English ...! - but you know he does. So you need to face the fact that he is doing it deliberately.
When he insists on making sexually inappropriate remarks despite you asking him not to, he is boundary testing you.
It is also a dominance display - showing you that your feelings & wishes are unimportant.
I suspect he enjoys your discomfort.
Please read this short essay about boundary testers & how they operate -
www.jennisspace.com/the-shark-cage-metaphor-spotting-potential-abusers/
You need to protect yourself by remembering that this is not just your brother - it is your sexual abuser. I doubt you will cut him out as you don't sound ready to assert yourself that far yet - you seem to feel you owe him continued attachment.
That is obviously your decision, so what I will advise is that next time he pulls this stunt, you pull him up sharp.
"Bro, I've told you several times not to do that. I don't know why you keep doing it,
but I don't need to put up with it, so I'm leaving now, & will see you again when you've had time to think about why you think about how unacceptable it is to talk to me like that."
And mean it. Leave.
And when you see him again - if he does it again - leave again.
And only allow 1 more instance before you stop bothering.
Every time you allow him to crash your boundary & get away with such rudeness, you are tacitly informing him that you will tolerate it. That you are not important, your feelings are not valid, & that he can do what he likes without consequences.
Are you going to be able to do this OP?
Because if you do not I reckon he will escalate. I am sorry to be so blunt but I think he is grooming you. You do not owe your loyalty to a groomer.