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Apologies, I know it's not what you asked. I just found it much easier to do it that way and the axial is not important because you can bend the threaded rod to make it vertical if you leave around 12mm from the top of the wall and pop a rubber grommet in.
It actually works very well with flaunching or coping and you just drill through it.
Calculating the depth of masonry screws is pretty much impossible as you'd need to take into account the largest gust of wind and the force that the fence could exert on the wall combined with the type and condition of the bricks.
Thought I should clarify, you can bend bolt using the post to make it vertical once it's epoxied in place. I was worried about not being able to drill the posts straight but it didn't make any difference.
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Airhead
ffm
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.