I understand you would be quite concerned about a bullet hitting your house.I wpuld be,too.
And,good for you to not just jump to a conclusion.
For what its worth,there was an old brick factory near my house.It made bricks out of the dirt where it was located,so,over time,a large pit was created.
It became a popular place to shoot.There is a possibility bullets ended up in bricks.
I initially thought lead anchor,for a screw,myself.
One thing I have observed.As a lead slug hits a hard surface,it flattens out,and gets larger.It does that even if it makes a shallow penetration.
I think if a bullet hit you brick and stopped short like that,a crater of brick would have chipped away.IMO,instead of the hole being a tight fit,you'd have maybe a 1 inch or1 1/2 inch shallow dished out spot...a crater,with a grey stain in the bottom..I have not shot at bricks particularly,but rocks ,sandstone,shale,limestone,granite,etc,and concrete blocks don't look like that.
I cannot say 100% for sure no chance that is a bullet,it even could be an old bullet cooked into a brick,but I can say it does not look to me like your house was shot.
I'm not CSI,but I think I would not worry unless you get new ones!
Dig it out,if you want,put the pieces on a piece of paper and take more pix.I'll look again.