I think the saddest part of Fubuki's story for me, is how it tainted his perception of his brother.
I know it's never clearly stated, but to me it seems obvious that the Atsuya persona we see in the serie is not Atsuya himself "possessing" Shirou in some way (I really need to watch Orion/Ares just to see the real Atsuya), but a projection of his fears, guilt, doubts, insecurities... As long as a coping mechanism to not feel alone.
We saw that at first, he welcomed this projection of Atsuya, he accepted it and functioned with it, because he needs him to not be alone, to feel complete, perfect. However, with the second match against Epsilon, he realizes that by relying on Atsuya so much, his real self could be the one to disappear, and it terrifies him.
Since then, the Atsuya persona became the embodiement of all this pressure, stress, anxiety to not fulfill expectations, etc... even worse than before, for the next episodes. And it takes such a toll, it goes so downhill, that Shirou even starts to wish his brother didn't even exist in the first place. That's the saddest part for me.
The image Shirou created of his own brother to comfort himself in his solitude, now makes him suffer so much that he wishes his brother never existed. This projection made him fear Atsuya, even though the real Atsuya would probably never act that way. Yet he can't let go of this image, because he feels like it's the last thing he has left of his family.
I find it wrenching, that Shirou lived more years of his life with a projection of his fears through his brother's image, than with his real brother, to the point Shirou started to fear him.
But on a more positive note, it's also why I love that when Shirou realizes he was never alone and finally lets go of Atsuya, for once he hears this voice encouraging him. For once, Atsuya's voice is not bringing him down, but tells him that he's not alone anymore and even calls him "brother". In my opinion, it's the only time this made-up projection of Atsuya really feels like Atsuya himself. This little line always makes me emotional just for that 🤧