Is it permissible for me to live with my brother's wife, knowing that she is in the final months of her pregnancy, and I feel guilty about it, and my brother asked me to do so?

It is not permissible to live with one's brother's wife in his absence or to be in seclusion with her, due to the severe warnings against a man being in seclusion with a woman who is not his mahram. For "the in-law is death," meaning that the fear of him is greater than others, and evil is expected from him, and the temptation is greater. It is not permissible to agree to your brother's request for you to live with his wife, as there is no obedience to a creature in disobedience to the Creator. Her needs can be met without living together or being in seclusion, and conversation with her should be limited to what is necessary.