As he is on oxygen at home has he been tested for Ambulitory oxygen. Oxygen desaturation when exercising and walking.
The action you take is dependant on the cause. If it's caused by a trigger, smoke of toxic fumes. Removing to cleaner air may resolve the situation.
If it's unexplainable or a panic attack being seated and keeping calm, including yourself will help the episode subside.
With any sudden worsening several puffs of his rescue inhaler Ventolin using a spacer will help open the airways.
I am single go out every day, and had many a turn including one during a hospital appointment which we had to cancel, no special treatment was given. Apart from my assurance that I was ok to drive home, they have a duty of care..
If any such attack happens find a quiet place to sit and encourage you brother to do pursed lip breathing and at same time concentrate on a fixed point. Encourage him to breathe in slowly and breathe out slowly. Use a visual aid, sit or stand in front and raise your hands palm up for inhale and palms down for exhale. Keeping yourself and your brother calm will quicken the recovery.
Having to many people around will only had to the problem.
He may already no of situations which can cause him concerns if so a short wait with a few minutes of pursed lip breathing may elevate the problem.
If your brother as anxiety issue which is a fact of COPD, if need be seek medical help.
If you don't feel able to cope or your brother is really struggling, don't hesitate ring 999. I had one such episode the ambulance was called by a passer by, result hours in A&E sent home by taxi with packet of antibiotics no further treatment.
As your brother attended a pulmonary rehabilitation course, apart from exercise they educate on the condition and what to do in a emergency.