My daughter was almost destroyed by my difficult child. He tried to kill her, several times - his OWN admission. She did tease him, but it was a very typical bro/sis type thing. She also got VERY tired of being abused.
We could not get her to defend herself. Even Tae Kwon Do lessons did not help. She just didn't want to hurt him.
We did LOTS of things like play hooky after doctor appts (she was an A+ student). When she had bad dreams or felt unsure or threatened we had her sleep with us. Sometimes husband even made a pallet on the floor outside difficult child's room so he couldn't come in and attack Jess and me. (He purely LOVED to wait until everyone was asleep and then beat someone. A major factor in the hospitalizations!).
At 12 Jess is not done cooking. We are very close, and she still tells me she just didn't want to hurt him. She did pick on him, sometimes when provoked, sometimes when not.
And she is forged in fire, so very much stronger and more caring than many would be in this situation.
I would recommend making your daughter feel that she is special and loved, and that you will do whatever is needed to keep her safe - even from her brother. You also need to plan ahead for clear consequences for when she is out of line. She doesn't need to know them, just have them in your mind.
One of the things I adore about Love and Logic is that they tell you to wait, prepare, talk to friends, relatives or therapists about ways toplug the holes in your plan. Then you are ready and don't have to react in an angry or upset manner.
As the sis of a gfgbro, I can say I have had to deal with a LOT of resentment about my bro, his impact on our family (growing up AND now), and many of the terrible things he did or tried to do to me. I NOW know that some of the behavior happened during alcoholic blackouts, but it isn't an excuse. Sometimes I started a fight, just because the feeling of waiting for the other shoe to drop was intolerable.
I truly do recommend therapy for your daughter. She will need it to help her handle the stress. At some time she may need medications to help her. They will probably be short term or prn, but I think that a psychiatrist appointment if the difficult child stuff is causing health problems or other problems is a reasonable idea. I would tell her it is so that SHE can be given the tools to handle her life and family. (Jessie's medications were very short term, maybe a year - and the atarax we used for anxiety and panic attacks was an awesome find - it works amazingly with her allergies!).
I am so sorry you are dealing with this.