A sufficient definition of this is that Melkor and Manwe were 'Brothers' in thought. This means that the thought that Eru gave them were similar to eachother, thus they could be classified as 'Brothers', the same is true for the others.
Now as they had similar thoughts, it is possible that there music was something alike also. A quote such as this might have been benificial for the topic Bauglir:
"But Manwė was the brother of Melkor in the mind of Ilśvatar..." (The Silmarillion)
Just so we can see the part you refer to.
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Is there actually any evidence in Tolkien's writings though that says 'yes' or 'no' to this question? I was sort of thinking along the lines of maybe the balrogs were 'brothers' in this way as they are all very similar. I suppose that 'balrogs' is just a group name which they fall under though like the Istari, and the Istari had no connection like this.
I really believe that the Maiar actually have bonds like these... For Gandalf was a Maiar and it was said that Radagast was his cousin, so, I guess, they have something very similar to a family.
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I also had forgotten about that but that could be taken in a number of ways.
*Perhaps Gandalf was Radagast's cousin becuase they were related in thought, yet not related enough to be brothers? *Perhaps all the Istari were cousins, its just we only here Radagast and Gandalf called this is becuase there was no need to for the others. * Perhaps the phisical man-body of Gandalf was a cousin to Radagast's?
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