Hurt. Sibling sarcasm.

talk to him about how you are feeling

They do not understand. None of them do. They tell me to 'fix up'.

I think you should really speak to your brother or say something like ,"actually I was waiting for you to join me too"
As for your parents i would say continue living your life.They can be in denial for however long they want and it would only waste their time.
I understand how you are hurt too but they are unlikely to apologise and even if similar events do happen in the future,you know how they are so just dismiss their words as you know they are toxic.
When you are financially stable then consider moving out.And as for your brother just ignore him.

Thank you xx

Today was my local areas pride.
My brother went out and he phoned me saying 'you're meant to be here, today out of all days, why aren't you'

I'm a Muslim and my family are in denial about me being gay and not accepting and my brother just said this to me sarcastically. And I was hurt.

Maybe it was an innocent joke? Sometimes sarcasm can be the first step towards the acceptance of a problem. I would try to forgive him and move on.

Out of curiosity, why is your brother there but not you? If he is in denial as well as your family, why is he at a pride event?