Is this illegal?

Although, be careful and save all evidence and also file a report with the police because sometimes the military will try to protect their own.

File a complaint with his commanding officer. Military is sovereign so they have different punishments.

Ok so you are asking if the brother of a military man ( and if he is in jail he probably is no longer) taunts you is that a crime? No. If he taunts a boyfriend of yours? No.
If he is threatening you or the boyfriend or anyone else, as in stalking and harrassing then yes depending on your statelaws. If it should come to blows then it would be like anyone else. If your boyfriend went and sought him out in order to have it out with him, then he would also share the responsibility for the violence.

Civilian needs to contact the military members chain of command and file paperwork with the civilian personnel office.

Assault is generally illegal.

LOL, um assault and threatening someone is illegal in general. The military has nothing to do with that. Now, if the service member gets in-trouble with the civilian courts, they may face punishment with in their command.

Him being in the military has no relevance on anything.

Assault is always illegal, HOWEVER, in this case, with one person being military trained, the charges would go up to assault with a deadly weapon. Anyone who is trained in combat can be charged with assault with a deadly weapon. If someone trains as a boxer and then gets in a bar fight with another individual the charges would include assault with a deadly weapon opposed to regular assault. Same with the military.

Harassment and assault are crimes no matter your status. He would face charges both from civilian authorties and the military. He would be tried thru the civilian legal system then would also be tried in a military hearing for violation of the codes of the UCMJ. He'll prob get kicked out of service from military with dishonarable discharge and serve whatever punishment the civilian courts decide. You always run the risk of having to serve time in military prison . Tell him to grow up and walk away. The military requires you to hold a higher standard to yourself and your behavior. Either wise up and fly straight or be ready to lose it all. I would also have the situation reported to his First SGt so something can be done about it before people are moved to violence and bad choices. I understand his position on this issue but that scumbag is not worth jail time or losing military benefits.