There are several fillers you can use to seal the gap between a window and a brick wall,.

Gap between window trim and wall. The wall cavity itself, yes, that all should be sealed in. To fix large gaps between the window casing and a wall, use a backer rod and caulk. On one side of a window, the trim might be flush at the bottom of the window and then widen to a 1/4 gap at the top.

At the very least, expanding foam all around the window between the frame and the window. If its sheet rock, some joint compound may be in order although that may crack in time. I can't say for sure due to the angle of the pictures, but that doesn't appear to be the case.

They look nice, it really improves the look of my home. Even a gap may be created if there are uneven walls or twisted walls around. Apply masking tape in a straight line on the drywall, straight back from the back edge of the casing.

The frame controls the door panels. For best results, the gaps should be air sealed before the trim is placed over the top. Brickwork standard means a reveal can be 8mm out of plumb.

I can't really find any consistencies in gaps across these 6 windows. Assuming that there is a lintel of some kind above the gap and not just bricks/blocks, then you are best to just fill the gap with expanding foam. Gap between window frame and wall.

No, not when it gets past the exterior wall. And this is a gap between a window. There is a tiny gap between the edge of the installed windows and the hardie trim board ( please see the gap where my finger is pointing in the picture below).