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I was in the same situation, no experience of epoxy cement and no idea how effective the threaded rod would be. The rod had around 120mm going into the wall, so roughly 240mm long. The posts are around 800mm with trellis attached to the front, in a sheltered garden so wind is not a big factor.
You can get epoxy cement from Screwfix or similar, I think I used Fischer FIS VT VT Vinylester Chemical Mortar Resin. Something like 20 posts used 4 tubes. I didn't have to drill into the wooden posts, they were supplied drilled and epoxied in this case. I did buy a special brush to get the dust out of the holes in the cement/brick and hoovered the dust out, the posts are very solid and stable.
The result was much more solid than I had imagined, it's easy enough to straighten the posts and I've not seen them moving in the wind. I'd fretted about it because I don't normally do landscaping/gardening stuff and I'm used to high end joinery solutions so concrete and brick are a bit approximate
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.