R.R.
The elephant in the room needs to be dealt with, meaning your brother needs to explain to his daughter that, yes, mommy is gone, and that he doesn't know when (no need to trouble her with "if" at this point) she will return, and that no matter what he loves her and is there for her. She needs his love, attention, and reassurance more than anything at this point to be secure. At 4 years old a child cannot process the sudden loss of a parent without the love and support of the surviving/still there parent. It's fine for her to see he's sad and upset at times as well, it validates her feelings.
You're right, consistency of her normal activities will help her to be secure. Your brother should seek counseling for himself and your niece, not as a substitute for being there for his daughter, but to help him be there for her, and to help him sort things out. He has a lot to think about, his wife leaving like this, he may have doubts about what to do in the event she desires to return. He needs to focus on what's best for him and their daughter.
Her behavior will be attention-seeking at times, as you've seen, keep boundaries in place and help reinforce her belonging to your family, no matter what. It's also hard for her to acknowledge what's happened in big chunks of time, she's still processing it and unsure of her reality. So talk when she brings it up, take her lead, so to speak, and don't force her to talk more than she's comfortable with. Which it seems you're doing.
Poor sweetheart, my grandchildren lost their mom at ages 2 and 5, it was very, very rough. My best to your brother and niece.