Sheffey remains in critical condition at Children's Healthcare of Atlanta at Scottish Rite Hospital, authorities said.
Police believe one of the bullets passed through the older boy's bedroom into Nicholas' room, hitting the young boy in the head, Johnson said.
Anthony was arrested around 5:30 p.m. Friday, and has been charged with aggravated assault.
Police said the 16-year-old brother had received threats prior to the attack.
Bauer, the accused shooter, was arrested Thursday and charged with aggravated assault. He is being held at the DeKalb County jail with a $100,000 cash-only bond, authorities said. Bauer's parents said he was home asleep when the shooting happened.