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Interesting option. I don't think I'd trust myself to get the hole in the wall vertical and the hole in the timber axial so that it actually ends up vertical. The wall also has a rounded covering of mortar (flaunching?) at the top, so I'd have to hack that off to get a flat surface to mount the post onto, and even once it's gone the surface probably wouldn't be flat because the bricks are old.
My question was really about how far into the substrate you need masonry screws to go to get a decent fixing.
If the idea is to get trellis/fence on top of the wall I'd consider drilling into the top of the wall, putting in threaded steel rod and drilling a hole in the base of the post and fixing the post onto the steel rod directly. You can make it all stay in place with epoxy cement and if you put a rubber grommet from electrical backboxes between the wall and the post it allows enough movement to be able to adjust the upright of the post even if your holes are not perfectly vertical.
I did it last year and it was easier than posts mounted on the side of the wall and doesn't take any space on the inside of the garden. I didn't have to worry too much about wind and the wall is double brick with a cement coping so ymmv.
You could still use the same technique to reinforce the type of fence post you are planning.