Any ideas for a birthday present?

If he asks for weight sets for his birthday, and YOU are game for them, then by all means go ahead and get them for him. In the end, it needs to be you who is comfortable with it. But just make sure that you establish that the weight sets are not an ok to beat up on his sister. In fact, if he continues tormenting his sister, the privilege of using his weight sets should be taken away. You could also try separating them when you see things getting tense between them or a fight starting to break out.