I’m so sorry you’re having to go through this, it sounds thoroughly miserable and draining.
Firstly, I hope you don’t feel guilty for your feelings about the situation…it is completely natural to find it such hard work, brother or not.
It sounds like a classic ‘bullying’ scenario from where I’m sitting, although, of course, I don’t know either of you. Where one person torments you because they feel lacking and unhappy with themselves and their own lives. I know this doesn’t make the actual attacks any easier, but perhaps keeping this in mind will help you to ‘rise above it’ for lack of a better term.
It also seems to me that he might choose your religion to attack in particular because it brings you peace, perhaps this makes him jealous? Because he has nothing to bring that peace to him also.
I can only suggest that you try and cut him off whenever he does it. Perhaps he will get bored if you reply the same thing every time he says something. ‘I don’t want to talk about that with you’. Perhaps if you use something like that as a mantra, something quick and simple everytime he tries to get a rise out of you…because it sounds like that’s what he’s trying to do…he might get bored of it. And then if he pushes ‘why not?’, just say it again.
Other than that, the only other practical thing, other than obviously searching for strength and will power, would be to suggest that you might need to limit the amount of time you spend with him. That might also get the message across. I would never suggest anyone should cut off all contact, but maybe limiting the amount of time spent with him, if at all possible, might help you keep your calm, and give him the message that if he doesn’t behave in a pleasant way, you won’t want to spend time with him.
He’s your brother, and yes, it sounds like he does need help to sort his own happiness and peace out, but sometimes you need to protect yourself too. And if he continues to be this way with people, they won’t want to spend time around him. Perhaps giving that clear message will make him think about his choices.
I’m sorry it’s not much. And it’s only my view/suggestions.