Part of this reminds me of The Searcher by James H Schmitz. I found the story in the collection The Hub: Dangerous Territory. the story is available to read, here. It isn't a perfect match, but there were some strong similarities.
In the story, there is a creature - a goyal, as it's called - that is an amorphous energy being. It shows the ability to split up and rejoin, infiltrate places, and assimilate people - though it isn't a fog, exactly, it isn't quite solid either, a shifting glow (not a fog, but not too far off). It infiltrates and assimilates people on any spaceship it can find, any that come exploring the area it hunts in - some kind of dark space, unexplored space, a dense cosmic cloud called "the pit".
At one point in the story, the goyal is trying to communicate with some humans - it transmits over the communicators with human voices, such perfect reproductions that it is clear the individual words came from different people - that (some) of the people it grabbed were kept alive for a time ( I think they specifically mentioned potentially for years), and their voices, words, attempts at communicating, were recorded and faithfully reproduced, to be strung together when the goyal needed to communicate.
One of the main characters lost their brother to the goyal, he was on an exploratory mission in the pit. However, the character herself was not present on that mission, she heard of it afterwards, and her brother's loss was part of the reason she was interested in the situation that drove the plot (an artifact retrieved from the pit, which the goyal later comes looking for), and encountered the goyal on a planet very close to the pit.
Things that don't fit quite so well - the main character is a woman, not a man (though there is a male co-character), and she was not present on the trip where her brother was killed. Her drive for answers was part of the reason she was on that particular planet, if it helps. The ships that were lost were exploring a cosmic cloud, not looking for a planet, though there is a planet very near the cloud, where the story itself happens to be set. And the central drive of the story isn't the character's guilt, there's more to the story than that (including the alien artifact, and smuggling, and so on) - though the need to find out what happened to her brother is one of the drives in the character's backstory.
So, like I said, it isn't a perfect match. The description of the goyal (alien glow-energy-being) is pretty close to an alien fog, and the assimilation of people, the realization that it may have kept people alive for years, the backstory of a brother lost, all seemed close enough to suggest this story. The difference in the setup you described (the details of how the brother was lost, the motivation of guilt, and so on) means that there may be another story that's a better match.
I hope you find your story.