Alright, this might get a little long, sorry about that! :)
The fact that this other person gave you an ultimatum, "leave entirely, or stay forever," makes me think that they're either hurting right now or aren't ready for a long-term relationship, maybe both. Other commenters have told you that it's time to have a conversation with them, and I'd definitely echo that. There's a lot that I don't know, especially important being how they handled your feelings over the passing of your brother. Were they a loving, supportive presence? If they were, it would make sense that the idea that you might not have loved them back during that time would hurt them enough to lash out with an ultimatum. Again, I'm doing a lot of guesswork here, you know this relationship far better than I do! So before thinking about the conversation, I'd recommend taking a moment to think about whether the reason you ended up in such a serious relationship with them was because they were being loving and supportive, or because you needed *someone* (sorry if that sounds kinda mean).
Alright, tips for the conversation. A classic one is to do it somewhere low-stress and public. If that's not possible, do everything you can to keep yourself calm and collected. Consider how the other person might be feeling. They may have been taken totally by surprise, in which case they're probably panicking. Be calm and gentle, but not cold. Do you want to mend things if possible, or are you preparing to break things off? Go in with an end in mind. Apologize for not communicating. Ask yourself if you didn't you communicate, and if not, why? If there's a way to repair the relationship (and you WANT to repair the relationship), put it forward. Maybe suggest slowing down a little bit. Moving in together is a huge step, and you took it during a stressful time. Assuming you still like this person and want to try to fix the relationship, you might say something like
"I still have (strong?)feelings for you/love you, trust me, but I think moving in together so quickly and during such a stressful time was a mistake. I'm sorry for not confiding in you sooner. I thought the feeling would pass, but it didn't. I understand if it feels like this came out of nowhere, and if you need some time alone. I just wanted to reassure you that this is definitely something we can work out."
As for what to say if you don't want to mend things, I don't know enough about the person or situation to suggest a gentle method, but I'm sure we can all do our best to help if that's what you feel is right. Just remember to be respectful of the feelings you shared and let this person down gently.