It's been a rapid rise for Finneas, from writing music in his childhood bedroom with his sister Billie Eilish to winning 10 Grammys. But it has come with some jarring moments along the way.

Billie Eilish shared a video of the singer and her brother, Finneas O’Connell, workshopping an early version of their hit, “Birds of a Feather,” which features on her third studio album ...