The Pause/Break key on the Kinesis Advantage (acting in macOS as F15) raises the brightness for me, but the Scroll lock key (which is supposed to lower brightness / act as F14) doesn't (it seems to act as Tab instead

Edit: This seems to be because those are mapped to F14/F15 respectively in macOS by default. Apparently an non-Apple external keyboard cannot send Apples media keys, so unless your keyboard has its own media keys it will not work.

The Kinesis Advantage supports enabling media keys by pressing =n (see http://superuser.com/a/403765)

The Freestyle 2 for Mac has working multimedia keys, which double as F keys when you press Fn - basically to mirror standard Apple keyboards. Unfortunately there must be some internal hacking involved, because the Kinesis does not respect the System Preference for swapping multimedia with F keys; I was hoping to work around that with some app, but nothing seems able to intercept most of its multimedia keys on Sierra. Tonight I'll try with khd [1], if I can figure out how it's supposed to work...

[1] https://github.com/koekeishiya/khd

Take a look at USB Overdrive. I have been able to map most of my peripherals there, even odd macro keys that random keyboards have. From there you can always combine it with BetterTouchTool (or something similar), to remap the now findable keys, if you want different behavior than the default.