We got a call like that looking for my cousin one day. My mom told them she never heard of who they where calling about and that was the end of the call. 
There could be a legit reason for someone to be looking for someone. Doesn't mean there is anything shady going on. For example, I am trying to find a woman I worked with a few weeks ago. I do not know her last name. The only co-worker I still talk to doesn't know. I have tried to find out where exactly she works. I know she is an independent contractor and works with a local business but I do not know where. I am sure she said I just do not remember.
I have asked a couple of people trying to find her. I would really make me mad for people to treat me this way when there is a legit reason for me needing to find her. As for anyone else knowing what I need to talk to her about that is none of their business. Kind of veering off topic. I am just saying I do not see the need to be mean to people. Unless there are details left out of the OP there is really no reason to think it was law enforcement. She has the phone number they called from. You can google that and find out who owns the number. Is it Joe Blow's Art Service or does it come back to a law enforcement agency?
I doubt it was a cop. If it was they would have identified themselves as such. If the OP is really concerned about her brother and thinking he may be hurt then talk to the (if it is one) cop who is calling you. They will tell you why they are looking for him. IF he is running from the law and you with hold information you can be charged.
I would have asked more questions of the caller. If they did not want to tell me anything about who they were or exactly why they needed my brother then I would not even tell them as much as I have not seen him in x number of years.
I guess I just do not understand people's need to be a butt wipe when someone calls before you even know why they are calling. You answer the phone with an attitude and expect the person calling to be evil and trying to scam you. I can think of a time when I called someone who was a jack wagon to me as soon as she answered the phone. Smarted off to me and hung up on me. Later, and too late, she realized that no, she did not know me, yes I got her number for a family member, and YES she needed to listen to me and hear what I was trying to tell her. And yes, I did tell her exactly who I was, how I knew the person I was calling her about, and what I needed from her. Later she tried to get smart with me but I shut her down pretty quick. I reminded her I tried to talk to her but she got smart and hung up on me.