Is there some mental illness hidden here that I should be worried about?

I have an 11 year old little brother that has some problems. When he was in third grade he would cry every day at school if my mom wasn't there with him. He saw a CBT therapist and got over that. Since then whenever my parents try to talk to him about something he did wrong he can't hold back tears. Every time he misbehaves and they try to talk to him about it you can see him fighting back tears. We've asked him if he wants to go back to the therapist but he breaks down in tears and says it makes him uncomfortable talking about his feelings because it reminds him that he has a "problem". The problem being him crying all the time. He's a pretty normal kid and we just don't understand what the problem is. He's a star on the wrestling team, a member of student council, is popular among his little friends, and is always happy and cheerful when at home with the family. What really scares me is that he's recently been hearing voices and when i tried to talk to him about it he broke down in tears begging me not to tell my mom and dad so he wouldn't have to see a therapist. My mom and I were watching TV in the living room and he came running down the stairs and asked, "Mom were you calling me?" and no one had said anything. That could be ordinary since we usually have 3+ tvs on in our house at a time. But what scares me is that he told me that he woke up in the middle of the night once and heard a voice that said, "Don't get out of bed or they'll kill us". When he woke up in the middle of the night and heard that voice it was the first night he had the H1N1 virus but I'm pretty sure it doesn't cause you to hear voices. When he ran downstairs when he thought my mom called him was at the end of his recovery. I should also add that he frequently has night terrors where he'll wake up in the middle of the night and start talking to nothing asking it to leave him alone. We can usually talk to him when he's in that state and we just tell him everything's fine and he just goes back to bed. He doesn't usually remember his terrors in the morning thats why when he heard the voice it scares me because he claims he was fully conscious when it happened. So should I be worried about this? Thanks to all who take the time to read this and answer.