Sorry to hear about your Mum, and the chain being missing makes for extra sadness for you and your sister. Unfortunately though, your brother is innocence until proven guilty. He says they are lost. Can you go and look for yourself? Maybe not an idea to send your sister, but you could ask him if he would let you help him hunt through the cupboards and drawers.
He might open up and give the item up if he does have it, and at least you will have tired. Otherwise the item is lost and you might never know what happened to it.