Today was a really bad day for me, as I was doing my normal work, my brother comes into my room and starts talking to me about normal stuff and then out of the blue he said "I feel like murdering somebody today, who should I murder?"I went speechless and shocked, he has very bad depression and anger issues even with help and therapy he still does this, I didn't say anything else and he left he still hasn't came out of his room for over 8 hours now, I'm scared since I know he goes to the gym and works out and I'm just a underweight average person, what should I do? I can't call the police as he always eavesdrops on my conversations and neither can I earn my family members, he said it in a dead serious tone, now I'm questioning if my life is over or I was so shocked I didn't notice he was joking, I'm panicking and having way too much anxiety about this. Please respond somebody help.

Edit:Called the cops
Edit 2: He's not coming out of his room, so we're using the house keys