Actually, the second sentence would be more correct using "that" rather than "they." You're right!
Both of those sentences contain two relative clauses. A relative clause is a phrase that basically functions as an adjective and describes a noun. They commonly begin with "that," "which," "who," or "where."
For example: I like your friend WHO WAS WEARING A RED SHIRT. The relative clause describes "friend."
In your first sentence, the relative clauses are "that shouldn't be used on darks" and "that are excellent when used on lights or whites," both of which describe "brighteners."
In the second sentence, the relative clauses are "that exist in Brazil" and "that are pronounced differently in English," both of which describe "brands."
To use "they" in the second sentence makes it a compound sentence, meaning two complete sentences joined together. But this would be incorrect because it doesn't convey two complete thoughts. Also, grammatically at least, the pronoun "they" in the latter part should refer to the subject of the first clause ("we"), which it does not. It should not be written this way. It is one complete clause, containing two contrasting relative clauses.