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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First Minister Carwyn Jones revealed in his plans in his speech to the Welsh Labour conference.
Wales scrum-half Gareth Davies says the Scarlets mean business in Saturday's European Champions Cup semi-final against Leinster.
The MP has become Welsh Labour's first deputy leader after the result was announced at the Welsh Labour conference in Llandudno.