Buffybee, I've lived in south east Aust all my life and have never heard the term 'brick wind'. It may be local to that Sydney area with a brick works.
We certainly have the hot, north winds in summer that sweep down the hot dry interior of Australia bringing very hot, dry weather to the south east in particular.. They then meet the southerly winds coming up from the Great Southern Ocean and Antarctica colliding along the south east coast and bringing dramatic drops in temperature, sometimes 20 or even 30 degrees C in 15 minutes. With the Australian talent for understatement it's known as 'The Change'. Once I stood outside my house as The Change came through and for a brief moment I was hot in my north facing front and cold on my south facing back. It was incredibly weird and I've only ever experienced once.
This is why we have all the old jokes about Melbourne weather such as four seasons on one day and if you don't like the weather wait a minute.