There's a nice line in Part II when Mike asks Tom about what Fredo knows...
'He says he doesn't know anything, and I believe him'
I like that line, whether its true or not, who knows, but Tom seems to be trying to protect Fredo.
You're right to cite that scene because it does show that Tom was trying to protect Fredo. The first thing Michael asks Tom when they're alone is, "Where's my brother?" Tom attempts to deflect the question by telling Michael that Roth had a stroke, got out, will recover, and that his bodyguard's dead. Michael tries again: "I asked you about Fredo." Tom replies: "Uh, he must be in New York..." Without missing a beat, Michael tells Tom to "get word to Fredo..." (etc.).
How did Tom know that Fredo was in New York? Fredo must have called him as soon as he fled Havana--no doubt scared out of his mind and probably begging Tom to get him off the hook with Michael. And Michael seemed to immediately accept that Tom was in touch with Fredo--"tell him I know Roth misled him" (etc.).