To confirm what Powderman wrote: Under Federal law, all interstate handgun transfers MUST be made through an FFL in the recipient's state of residence. It's all based on the legal place of residence of the parties -- the fact that you will both be together briefly in a third state does NOT take the transfer out of the realm of interstate commerce.
I am not from Illinois and I do not pretend to know anything about their laws, but -- based on what I've seen in various gun forum discussions -- I believe your brother will need an FOID (Firearms Owner IDentification) card to be allowed to receive the transfer.
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