Are they not able to get into the menu or statusbar or is it greyed out in general?

Maybe MXConfig can help you.

I ran into a similar issue a while back. We solved it by not blacklisting the settings. Settings manager should allow it as well 

It might be a dumb question. But have you deployed the settings manager app on your devices?

The settings manager app is behaving like SOTI Surf. It works only with a config and the config works
only when the app is installed.

I am having the same issue.  We are using Android Enterprise with our Samsung tablets.  All brightness settings are currently set to allow, but when the user swipes down from the top of the screen this is all they see.

Install the Settings Manager application onto the devices in addition to the Settings Manager configuration profile and then provide access to the Settings Manager app in your lockdown.