I think I generally agree with your post, except for one thing.
Like nayami, I'm hesitant to say that Lelouch has brotherly feelings for Rollo. More than anything, Lelouch is at a severe information disadvantage here, and anything out of place is looked upon with great suspicion. Given that I think that Lelouch is in full Zero-mode and preoccupied with his information-gathering right now, I doubt that he sees Rollo as anything but a threat right now. As he pokes and prods for the truth, that view may change, but he seemed to think of him as a clear and present danger. Furthermore, you said the following:
While Lulu is focused on Nunally and that is a good thing, I noticed how he didn't really want to "dispose of" his fake brother, but still "use" him.
That really struck me because Lelouch is trying to do to Rollo what Charles did to him. They're enemies, but so long as he had some use value, he could be exploited. Oh, Lelouch...you're more similar to your daddy than you care to admit.
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Re: Lelouch and Rollo - Family bonds
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While Lulu is focused on Nunally and that is a good thing, I noticed how he didn't really want to "dispose of" his fake brother, but still "use" him.
That really struck me because Lelouch is trying to do to Rollo what Charles did to him. They're enemies, but so long as he had some use value, he could be exploited. Oh, Lelouch...you're more similar to your daddy than you care to admit.