This isn't the how do I break the law and get away with it forum. Your brother needs to comply with the terms of his probation. If he's absconded he is NOT in good standing. What he needs to do is go back and and request probation transfer to Illinois if that is what he wants to do. It's only a matter of time until the authorities in KY catch on that he's absconded and will seek to have him arrested. Getting permission to leave when you're a violator isn't going to be granted typically.

His criminal record is out there for any employer willing to pay the money to search for it.