H.H.
Maybe he thinks the separation is his sister's fault since it happened soon after she was born. He probably also thinks it was his fault. Poor little guy has has a lot of changes in the past few months, I would think something was wrong if he didn't lash out and be angry.
You need to sit down with him and have a serious talk about the first move, the baby, his daddy, the new situation and let him know that none of it is his fault. Also let him know that you will never leave him, and no matter what you and he and his sister are a family. Also let him know what id going to happen in the future- even if you are not sure. If you are planning on staying with your parents, then tell him that you will be here for this much time and then what you are going to do later. Just keep him updated on what is going on.