Combine the dates, water, brandy, and sugar in a small saucepan over medium heat. Bring to a simmer and reduce until dates are softened and mixture is syrup-thick, about 10 minutes. Set aside to cool completely. This part can be made up to 1 week in advance.
Add the mascarpone, cream cheese, thyme, salt, and pepper to slow cooker and whip with a hand mixer on medium speed.
Fold in the brie, walnuts, and date mixture and cook on low for 1 hour. Stir and continue to maintain serving temp on the low or "warm" setting if available. Serve with toasted baguette.