Brandon never had any self motivation (outside of maybe Maria), if it wasn't for Harry he'd still be a simple street punk but he aligned himself to Harry's dreams and vice versa Harry never felt to doubt himself as long as Brandon, who he saw as his moral compass and his most loyal partner, was on his side. But when he thought Brandon betrayed him (because he realized Maria gave Brandon a purpose besides supporting his dream), Harry got filled with self-doubt and paranoid about his loyalty and loyalty in general.
In fact, all of the post-death episodes are about how each Millennium member has his own sense of loyalty for sticking with Harry, no matter how well-aware they are he's gone corrupted. The extent of loyalty is what the entire show is about.