Am I sinful because my brother did not respond to my request to stop playing music in the same room after I forbade him and informed my parents beforehand, and what should I do, and is it obligatory for me to leave the room when he plays music?

Enjoining what is right and forbidding what is wrong is an obligation upon the Muslim to the extent of their ability. You have done well in forbidding it and informing your parents. Continue to advise your brother calmly and gently, for advice is obligatory for all Muslims and is even more emphasized for close relatives. If you are able to distance yourself from your brother when he plays music, then do so. If you are unable, there is no blame upon you; occupy yourself with recitation or reading.