As above, you have got it set to hammer mode haven’t you?
2) Some concrete is harder than others, but bricks are usually pretty soft.
3) The correct tool for the job is an SDS drill as they have a far more concentrated hammer action (it pounds on just the bit which can float in the chuck rather than the whole chuck assembly absorbing some of the impact). Overkill unless you have a lot more big jobs to do, mines done everything from 5″ core drills through concrete to breaking up the crazy paving on our driveway.
Cheap masonry bits are usually fine, they go blunt quicker but you can see when the tips have worn off (the ‘spade’ needs to stick out past the ‘drill’ bit) It’s not like HSS or wood bits where it’s not even worth using cheap ones as they’ll just go blunt or break.