I wouldn't worry too much. Although scientists aren't exactly sure why we need sleep, let alone why we dream what we do - it is widely believed that your dreams are a way or ordering and sorting through your memories and all the other data that is in your head.
Sometimes your mind plays through pretty bizarre scenarios like the one mentioned above, but it doesn't mean anything bad is going to happen to your brother or sister.
When I was little, I remember having a reoccuring dream that my mom was tied to a table in a cottage, and every time I tried go in and untie her, these weird wolf-like creatures would jump out and chase me.
So far, my mom hasn't been abducted by wolves, so I'd say your family is safe.
Some people say that things that happen in dreams have a hidden meaning. I'm not too sure, but even so - some of the interpretations aren't as straightforward as you may think.
For example, death in a dream can sometimes mean a new beginning, the start of something - the cycle of life etc...
