The way I look at it... better for the kitten to be freaked out but SAFE, inside with you. It's possible something did happen to the other kitten, and for that reason I would probably try to get the remaining one inside asap. Both cats are used to you feeding them, so if the other kitten does come back I think it's likely she'll stick around because she knows that you will bring her food. Then you can get her too. In fact it might be better for her not to see you 'catnap' her brother, since I imagine wrangling two kittens at once wouldn't be easy.
When you bring the kitten inside all you need to do is keep him separate from your own animals. You should set him up in his own room with food, water, litter box and somewhere he can hide. That way he can get used to you, to being inside, and to the smell and sound of your other animals. Keep him in a separate room until you can get him to a vet to be checked over.
It just occurred to me actually - I take it you know the genders of both kittens, as you know the female is the one that's missing. Is it possible she's gone into heat, and has wondered off in search of a male? I've read that female cats can go into heat as young as five months. It's possible the male kitten hasn't quite reached maturity yet, so he's stayed behind while his sister seeks out some male attention.
I think it's really wonderful of you to care about these kittens. Good luck to you and the kitties - hopefully the female comes back ok, and the two of them take well to living inside with you. Either way it's really kind of you to care about them enough to take care of them up to now.