Are you saying you want to have a dropdown where you can select "Brand-A1" or "Brand-A2" to filter the brands that are displayed? If so...
Click on the Brand field and go to Create -> Set. You will have to add all of the brands manually to each subset you want to create.
Create a parameter called Brand To Display, and populate it with relevant values, e.g. Brand-A1, Brand-A2.
Create a Dimension called Display Brand. The formula should be along the lines of
[Brand To Display] = "Brand"
([Brand To Display] = "Brand 1" AND [Brand-A1])
([Brand To Display] = "Brand 2" AND [Brand-A2])
Drag the Display Brand dimension to the filter and filter on TRUE.
Display the parameter field and select your brand subset from there.
No, I am not using it as Dropdown only.
And also mentioned that Brands can fall under both groups.
Okay, I don't think what I *think* you're asking for can be done, then. The option above allows brands in more than one group. Best of luck with the rest of your problem.