//Now I’m thinking the best option is to say that was me the one who was driving but I think will get a lot complicated after//
Yes, you could say that. Here’s a couple of examples of people who have named someone whom they know was not driving:
https://www.theguardian.com/uk/2013/mar/11/chris-huhne-vicky-pryce
https://news.sky.com/story/fiona-onasanya-former-labour-mp-jailed-for-three-months-over-speeding-fine-lies-11621051
Attempting to pervert the course of justice almost always results in a custodial sentence. Simply don’t go there.
In circumstances where you named somebody resident in the UK there would normally be no routine enquiries regarding insurance. But, as you have discovered, the police become suspicious when a foreign national is nominated.
//…whether they will subsequently investigate the driver insurance status is another thing.//
But…..
//They now asked me to give more information about him like where he lives when he come to uk when he left and all that.//
You are in a tricky position. You can only hope that when you respond to their questions they simply contact your brother and ask him to confirm he was the driver, and further hope that he responds promptly to say that he was. However, I have my doubts that they will and they are likely to press you for proof of insurance.
// Just how would the police prove he was not insured?//
They don’t have to. If they ask you then you must prove that he was. From what you say that may be difficult.