Come to think of it, I do not remember them ever giving a reason why he never went to his siblings for help figuring out who killed his mother and how to keep Nunally safe.
Did he not want to depend on their help establishing a new world order where Nunally would be safe? Because that's just retarded when they cared for him far more than he could ever deserve. Cornelia even idolized his mom. Why go through all that trouble to finally get a chance to Geass her for information, especially when it turns out she didn't even have any!? And why shoot Clovis when he was fucking up area 11 because his dear brother Lelouche supposedly was killed there?
AT THE VERY LEAST MAKE THEM YOUR SERVANTS WHEN YOU GEASS THEM, GODDAMNIT!