Marc Thompson said the "hardest thing is not knowing" where his twin brother Ben is.
The 34-year-old from Haverfordwest has been missing since Saturday, after he watched Wales' Six Nations game at the Millennium Stadium.
He told our Correspondent Carole Green that this would be "very out of character" for him not to contact his family.
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All primary and secondary schools in Wales have been categorised in a new colour-coded system. Is your school green or red?
A yellow warning for snow and ice on Thursday night and Friday has been issued.
Some wintry showers and staying windy with a significant wind chill and widespread frost developing