My brother was shocked plugging in an HDMI cable, what could be the cause?
If he received burns, it doesn't sound like static electricity. Another common source of sparks is the so called Y-filtering capacitors in ungrounded power supplies, but I've never heard of them causing burns, just a mild tingle.

It sounds more like he ended up shorting mains phase to ground or neutral. Which would most likely mean that one of your safety ground wires is actually connected to mains power, an installation mistake that is very dangerous. I suggest you get an electrician to check it out as soon as possible, and avoid touching the equipment in the meanwhile.