18, 145lb, 6'2, Brownhair, Dunno what I bench cause I've had a broken arm since CV quarantine started

Some background: Right now I am trying to convert into Catholicism, I've started reading the Bible and I know all the basics of Christianity. I've always considered myself a Christian, but since my upbringing and my family was not Christian, I'm going to officially become a part of the religion. I know the rules of sin..but..my brother is 15 and not a believer. He is a partier and likes to drink and tonight he told me about his first sexual encounter with a girl (who he likes but has caused trouble/hurt him before and is drenched in red flags)..Whenever I am not supportive of his lifestyle (since knowing a person is sinning and condoning it is a sin) he pulls away and the relationship weakens..I know he needs a role model to model good behaviour without shaming him for his current lifestyle..but I don't know how to do that. He told me about his encounter tonight and instead of expressing my concerns I just congratulated him..since he doesn't seem to want or care for my advice/warnings..How do I support him without supporting his sinful behaviour and weakening my relationship with God..while also not telling him to not do what he's doing because this is his lifestyle rn and he doesn't seem to want or care to change it.