Having twins is not an experience I am personally familiar with, but I know what it is to love my son and to see him be the late bloomer in his peer group. My son was the last to walk, the last to crawl and to sit up in his peer group. No matter how healthily-distanced we want to be in our children's lives, it's natural to want each child to be shining with their peers. And when it's so apparent in one sibling and not in the other, it can hit us with even more of a desire to even the odds, so to speak.
I was a late bloomer and it was hard. I didn't actually come into my own until long after I'd graduated. Having other people outside my own family to talk to really helped. Watching other people do things seemingly easily was depressing as kid, but it was so hard too when my family had expectations of me that felt beyond my grasp. It's hard to know that you've disappointed your parent in some way.
But here's the thing: you are going to have to find a way to be okay with this disparity. And then you are going to have to figure out how to give your more frustrated son some help.
Opening up an empathetic dialogue is a start. Using the tools in "How to Talk so Kids Will Listen and How to Listen so Kids will Talk", it can become easier to talk about tender topics. Then, if you feel like he needs a different ear, you could always consider him going to a counselor that specializes in working with children. There are a lot of great ones. It's not that we as parents aren't concerned and able to comfort our kids, it's more that perhaps sometimes our kids need someone besides ourselves to talk to.
I don't have any other advice beyond this because you weren't very specific in your post, but believe me, this book can really help. Just a conversation that begins with "I see you are really sad/angry/upset when such-and-such happens. Can you tell me about this?" might be all he needs to get the conversation rolling.
My best to you.