Second account on my console?

I have stress with my brother and he wants to annoy me by always logging me out of my account. Can I do something that it no longer comes to my account? (XBox)

Change your Xbox account password.
Then he has to enter it first before he logs in and since he does not know the new password he will not be able to do anything.

Set up my master key or something? I did it, but I think it also comes to my console through the XBox app, but there's such a function that you can also control via the mobile phone

Go to the Microsoft site: https://www.microsoft.com/....com/de-at → Sign in → Email your Xbox account → If you have forgotten your password, you have forgotten your password.

Then you should get an email where you can change your password.