Zebras are actually really easy to sex early on. The males start to get the black breast bar when their beak is still black. So by the time their beak is orange, you should know for sure the sex.
Two males, especially brothers, will get along just fine, as long as you don't introduce any females. If you do decide you want to get a female, just make sure you get two, and then I would seperate each pair into their own cage, unless it is a very large cage...
I currently have two pairs of zebras in an aviary that is quite large and they each do their own thing. The boys are related, father and son, and the girls are not related to either. Anyway, each pair is nesting in their own nest boxes and their is minimal fighting, just a little chasing around the flight. No feather plucking or hurting each other. Zebras can be aggressive, it just depends.
I also have a half CFW/Split to silver black cheek male zebra finch in my huge aviary with all my other species. However, he is the only zebra in that aviary, and he is a baby from one of my previous clutches that I fell in love with and had to keep

He cuddles up with my male owl finch (only one owl finch is this bunch also). He doesn't fight with anyone, and I think part of it is that I put him in their when half of his beak was still black, so at about 5 weeks old. So he has learned to get along with everyone else.