I am so sorry to hear about Georgie
Yes, kitties do definitely mourn the loss of their siblings, however a vet visit with a full blood panel should be done in order to rule out physical issues that may be affecting Freddie.
How was Freddie with Georgie? If Freddie was the shier of the two, he may still be a bit shy of Lyra, but will come out of his shell once he's done his mourning. Glad to hear there is no hissing between them, that's a good sign all will be well with them soon.