Safest way to conduct a reaction with bromine under reflux conditions
Check if you may skip using elemental bromine as starting material altogether.  An alternative approach may be running the bromination in a heterogenic, biphasic setup with the couple $\ce{NaBrO3/NaHSO3}$ in water (e.g., 1998JOrgChem6023, 2000OrgProcRes Dev.30), or $\ce{NaBr}$ / sodium perborate (e.g., 1998SynthCommun925), or pyridinium tribomide (e.g.,2005JChemEduc306), or bromodimethylsulfonium bromide prepared by mixing aqueous $\ce{HBr}$ with DMSO (1997JOC4321, often at rt).  They share a slower release of bromine, and because of this, lower amount and concentration of reactive bromine and attenuate the hassle with corrosive gases.
If staying with liquid bromine:

Trapping unconsumed bromine with thiosulfate per se is a good idea, but the reaction of bromine gas with solid $\ce{Na2S2O3}$ in the drying tube is both incomplete, bears the potential that the drying tube gets congested, and tends to be messy to clean.  You could end up with a closed vessel, which isn't safe; and even dangerous as you generate HBr in stoichiometric amounts.  Thus passing the exhaust gas across scrubbers filled with aqueous thiosulfate solution has a much higher chance of win.  Don't forget the safety flask (different reaction, but same principle).

The the normal balloons from the toy shop does break under bromine, as well as HBr gas too quickly.

Beside @Mathew Mahindaratne's comment to dissolve bromine in chloroform, using acetic acid as solvent provides you a wider margin of temperature.  (If your substrate can withstand the acid.)