What is the coating that comes on the brass? Are you using any other marking product along with it?
There is “coated engraving brass” meant for rotary engravers and fiber lasers, that has a lacquer coating. A co2 laser won’t mark that as is. You would need to remove that coating for a marking spray to bond with the brass.
There is also “black-coated brass for laser engraving” where you are essentially just lasering away a layer of paint to expose the brass in select areas.
Here’s a video where someone used dry moly lube to mark some blank sheet copper with a glowforge:
Note that he sands and cleans the brass, and uses multiple light coats of the spray.
…but here’s a video where someone tests a bunch of marking sprays with a co2 laser and determines that dry moly lube gave terrible performance: