Yes, Kaeya and Diluc are brothers, but they are not related by blood. Kaeya is of Khaenri'ahn descent, which explains why he is not related to Diluc by blood. Kaeya was actually adopted by Crepus Ragnvindr (Diluc's father) after his own father left him in Mondstadt. Kaeya and Diluc were quite close when they were younger, but they grew apart as adults.