Hello,

Sorry to say but Brands under the Theme are not a separate feature.

They are added through the default WooCommerce Attributes feature, the link that you have shared is the Shop page URL with the Brand Attribute Filter selected.

So, if the Custom Ordering works with the other Attributes then it should work with the Brand Attribute too.
So, you might want to check this concern once with the default WordPress theme like Storefront and Twenty Twenty Three too to get a better idea.

Best Regards.