You can use two particles together, other examples are: ここではたばこをすわないでください。わたしにもわかりません。この本には「……」と書いてあります。
The first of your sentences isn't correct, we never say 飲み過ぎなかったで欲しいです.
About this に and には, there is a small difference of nuance depending on the context. お兄さんにお酒を飲みすぎないで欲しい is talked about "in general" and お兄さんにはお酒を飲みすぎないでほしい means like you don't mind if other people drink much, however, you don't want "your brother" not to drink too much.
I hope this was helpful.