Move the TV away from the window.
Seriously, it sounds like the child has been listening to his father’s tales of childhood fright and trying to emulate dad. Interesting that they both saw something “outside the window.”
Childhood imagination requires reassurance and debunking from a rational adult. If your brother is well enough to raise a child, this is his responsibility.
My brother has never stated his experience until now, to me. It had to do with my brother and sister(s) (the other is dead) revealing his story to me because of what happened to him.
He believes God came down and said “hell no” to another one of us perishing to evil.