You're right that he is holding you emotionally hostage.
Are your parents still alive? Then talk to them.
If not, or if a discussion with your parents proves fruitless, then give your brother an ultimatum (I don't love these, but I think you'll need to do this): get therapy or get out.
Help him find another place and do 99% of that legwork if necessary, but those are your conditions, he either gets help (which should stem the suicide threats and whatnot, and might help with his cleanliness issues, which can be a sign of depression), or he finds another place to sleep.