That idea is a Jewish idea crept into some denominations today. All those in Christ Jesus are His brethren. This should have been obvious by what Jesus said in Matthew 12.
Christ's sheep represent His Church of all peoples and nations. Like He said in Matthew 25, and Paul said in Ephesians 1, that is who His kingdom is prepared for before the foundation of the world.
The biggest problem with your hypothesis is this:
First let us look at the passage.
Matthew 25:31-45
King James Version
31 When the Son of man shall come in his glory, and all the holy angels with him, then shall he sit upon the throne of his glory:
32 And before him shall be gathered all nations: and he shall separate them one from another, as a shepherd divideth his sheep from the goats:
33 And he shall set the sheep on his right hand, but the goats on the left.
34 Then shall the King say unto them on his right hand, Come, ye blessed of my Father, inherit the kingdom prepared for you from the foundation of the world:
35 For I was an hungred, and ye gave me meat: I was thirsty, and ye gave me drink: I was a stranger, and ye took me in:
36 Naked, and ye clothed me: I was sick, and ye visited me: I was in prison, and ye came unto me.
37 Then shall the righteous answer him, saying, Lord, when saw we thee an hungred, and fed thee? or thirsty, and gave thee drink?
38 When saw we thee a stranger, and took thee in? or naked, and clothed thee?
39 Or when saw we thee sick, or in prison, and came unto thee?
40 And the King shall answer and say unto them, Verily I say unto you, Inasmuch as ye have done it unto one of the least of these my brethren, ye have done it unto me.
41 Then shall he say also unto them on the left hand, Depart from me, ye cursed, into everlasting fire, prepared for the devil and his angels:
42 For I was an hungred, and ye gave me no meat: I was thirsty, and ye gave me no drink:
43 I was a stranger, and ye took me not in: naked, and ye clothed me not: sick, and in prison, and ye visited me not.
44 Then shall they also answer him, saying, Lord, when saw we thee an hungred, or athirst, or a stranger, or naked, or sick, or in prison, and did not minister unto thee?
45 Then shall he answer them, saying, Verily I say unto you, Inasmuch as ye did it not to one of the least of these, ye did it not to me.
The sheep are definitely believers in Christ during the tribulation period! They are not the church for the church has long been raptured and returns with Christ from heaven for this judgment!
The only people who will help "Jesus brethren" are those who do not take the mark! All others on earth will accept the mark and be damned forever. they are the goats.
So who are the "brethren"? They can only be the Jews! Believers are helping to hide Jews or keep them from beheading at teh hands of the antichrist government. We lknow from Scripture that of all Jews who enter into the tribulation period, only 1/3 will survive and they all will call upon Jesus as Messiah!
So to say it is believers helping believers is not possible. It would imply (for they said to Jesus when did we help you) that believers did not even recognize other believers in teh tribulation period!