Pretty sure it’s already implied because when he was thinking over everyone he killed, the brother wasn’t on that list!
Yea the police guy didn’t kill him. The older brother was helping his daughter after all. I think he said that to make the mc hesitate in chasing him. And it worked.
Spoiler...actually the mentor did kill the brother (unfortunately after killing him he found out the brother was helping his daughter) but the police made him think that the brotherbhad something to do with his daughter's death (that is the reason he did it nt because of revenge).
Sorrry I know many hate spoilers.
Hoping we find out that the scumbags actually killed the brother cause he was trying to expose them and not that the mentor did it as revenge cause honestly he was trying to do the right thing and didn't deserve to be part of this revenge plot.