'With he' is not proper English

"With him" is correct. When you learn some basic English, things like this will become obvious.

He is a subject pronoun and cannot follow a preposition. He is with his sister. A possessive pronoun can follow a preposition. An object pronoun such as him is the usual choice after a preposition. I, you, he, she, it, we, and they are subject pronoun though "you" and "it" have many uses.