I know I read a few months ago they fixed a bug where morg's black shield sometimes doesn't cancel the spell effect if the shield's health is broken, I just shielded myself and brand used his click spell to hit me. the spell shield broke, and I burned anyway!
also, I have several times used spell shield against illaoi's curse, and it doesn't block the curse. the shield reads "spell immune" like it's supposed to, but the curse is still applied.
Morgana's Black Shield doesn't act exactly like other spell shields, like Banshee's Veil or Sivir's E. It blocks spell damage and any CC, but it doesn't outright negate spells entirely. If a spell hits and it applies some sort of debuff that isn't a form of CC, that debuff will still be applied.
So in Brand's case, you may have shielded yourself from his spell (I'm guessing his E), but you didn't negate it. All you did was block the magic damage it dealt, but it will still apply Brand's passive to you.
In Illaoi's case, I'm not 100% certain, but I'm pretty sure Morgana's Black Shield won't protect you from getting your spirit pulled and it also won't stop the curse from being applied since neither of these are forms of CC. It will, however, block the slow that applies to you when the curse is applied, which is why you see the "Spell Immune" pop up.
It seems you have a few misconceptions for Morg Black Shield. For 
E, the spell immune part that appeared was for the slow that gets applied. The curse is a de-buff and not a form of cc.
It also doesn't cancel spells out right. All it does is absorb magic damage and any form of cc while active.
