Can depression make small things seem like a bigger deal?

We can't know for sure that the problem with your brother is the one causing all this, or if it is the only one. You could just be jealous because you saw your boyfriend talking to some other girl(s). I mean, you obviously saw something that made you question whether your boyfriend is faithful. On the other hand, you might be worried that you're falling deeply in love with someone who doesn't feel the same for you. This might stem from a previous relationship that left your heart broken. On the other, other hand, you might be stressed (about your brother, school, other issues, you know, life) and that's making you question a lot of stuff.

What I am trying to say is, the human mind is complex. And life is not just made up of a few things (in this case, we only—vaguely—know of your brother's problem and that you suspect your boyfriend is cheating, but that's hardly your ENTIRE life). There might be other factors causing you to feel what you're feeling. What is important is that you should take a deep breath and calm yourself, then tackle the problems rationally. It's a good thing that you realise your "problem". Now you can deal with it rationally.

I think you are just super anxious because you found out something terrible about your brother. Of course that would make you upset! And depression does make everything a THOUSAND times worse.

Depression can make you see ghosts where there aren't any. What happens is it distorts the way you view things,your perception of things. Or misperception.? I go through that every now and then, I have to catch myself, take a step back and close the door to dark thoughts, so to speak.

depression make you feel vulnarable to outside anything which is not within your control

Yeah I'm pretty sure this thing with your brother is affecting you.

All you need is love.