It's an old topic, but you I'll still post it here, just in case.
I'm not sure about specific details of TB-to-DVI adapter, but in general you CAN control somequite a lot of monitors. There's a great little free program called MonitorControl by the0neyouseek, it gives you option to control brightness, contrast, and even volume on external monitors.
I personally tested it with Samsung P2450, AOC G2460F, Dell S2240M, and even old 4:3 Samsung 710n VGA via adapter, and it worked without problems at all.