DAX AddColumns

Looks to me like you have your ADDCOLUMNS in the wrong place.  It looks like you are using it as a filter, rather than appending on a genuine column to the result

I'd say it should look more like this

EVALUATE
 ADDCOLUMNS ( (
    CALCULATETABLE (
        ETO,
        FILTER (
            VALUES ( 'Company'[ParentCompanyCode] ),
            PATHCONTAINS (
                SUBSTITUTE (
                    SUBSTITUTE ( SUBSTITUTE ( @CompanyCode, "{ ", "" ), " }", "" ),
                    ",",
                    "|"
                ),
                'Company'[ParentCompanyCode]
            )
        ),
        FILTER (
            VALUES ( 'Company'[BrandID] ),
            PATHCONTAINS (
                SUBSTITUTE (
                    SUBSTITUTE ( SUBSTITUTE ( @BrandID, "{ ", "" ), " }", "" ),
                    ",",
                    "|"
                ),
                'Company'[BrandID]
            )
        ),
        'ETO'[Activity] = @Activity,
        'Date'[DateValue] >= DATEVALUE ( @DateFrom ),
        'Date'[DateValue] <= DATEVALUE ( @DateTo ),
       
    )
) 'Company', "CompanyName", Company[Company] )

I might have the brackets wrong as it's much easier to test with a dataset.

I'd expect to also have to use either RELATED() or RELATEDTABLE() to get the data to appear as well.