Routing T&E through brick.

If you mean transversely, probably not unless its liable to chafe. If you are casing in tangential to surface, i'd put a cap over it

I think you are supposed to fill the ends with, preferably intumescent, sealant for fire-related reasons. I would be interested in a proper opnion, but I wouldn't worry about abrasion of the cable if both runs of cable were fixed within a foot or so of the hole, as they should be.

You certainly would have to fireproof the hole in certain places (fire walls in schools, hospitals etc).

However I believe the OP is rewiring an old house so this is unlikely to affect the fire rating of the house.

Personally I would not sheath the T&E.

Cables embedded in masonry are permitted. Generally you would not need to fill the hole unless it were particularly oversize and you need to minimise the possibility of smoke or noise transmission.