Hey there, I'm a high gold / low plat support main and have been playing the game for quite awhile. Support mages are viable so long as you have the ability to cover your adc and stop your enemy from engaging on them. CC is really important for this spot, but raw burst can work too.
If your relying on damage/mage style comps - I highly recommend looking at your opponents MR score. Poke who will suffer the most damage. These comps have trouble against healing/shielding and strong initiate setups.
Always buy a warding item, no matter your champion and know the matchups to have a chance.
If your looking to 'carry' in the support role, the EASIEST and BEST way to do that is by empowering and protecting your ADC. Always try that first. If you think your ADC is awful, then yea, play safe and turn into a secondary mage. Remember that you will deal less damage and be weaker than mid/top lane until late game. sneak farm where you can get it and roam into mid-lane for ganks, like a jungler.
I'll go through your choices with you:
Brand is pretty solid in the support role right now - he deals a very large sum of damage through the mid game without needing many items to back him up. Brand's stun is hard to trigger on demand, he suffers against long-range poke and strong initiate. You protect your ADC by making them scared to approach you or your adc, fear of damage is what wins with brand. He's even scarier post-6.
All 4 of these can be played in the support role and generally perform the same function - poke the bajeezus out of the enemy ADC and make it really hard for them to farm. Win the lane on poke and make it hard for them the enemy bot lane to initiate/farm. Ganks can really hurt these guys. This is why they don't see much play past plat/diamond (Except Ziggs, because he needs a nerf!)
Been a support staple since the beginning. You player basically like brand, except you can rely on her stun to stop enemies from engaging. No one approaches Annie when she has her stun. This is controlling the lane through fear.
It's in meta right now, and thats because his shield and poke are pretty great - You want to play him like an offensive-themed Sona. Float around, throw crap out into the lane to damage enemies, and abuse your ult for kills/saves.
She does have some solid CC and respectable poke, but you have to mess with the ADCS farm to do it - Also, she needs items to become terrifying. Brand and Annie can work through the midgame on budget items - Not her. I think this is why you dont see her in the support role.