No reason to not top him up - but make it a top-up, not a full feed, or you will stop him trying to get milk from his mother.
Usually in these cases, the siblings are very strongly bonded, so as long as the less-favoured lamb sticks close to the preferred lamb, it'll find opportunities to feed, and will get protection by default.
If he is getting left on his own and you are worried about him overnight then you could bring him in, yes. But just under cover will be fine, he won't need heat or to be in the farmhouse. Ideally of course he'd have a pal to sleep with, but if he was on his own in the field I guess he's better off in a shed overnight.