This winter, with my bare hands, I have just found that brick ledge results in thermal bridge.

This is one of the classics, one that's hard do really deal with in brick-clad structures.

Don't you have a thermal break with the EPS foam in the ICF?

I had 8" CMU (6" would have worked just as well) set on my footing and installed with 4" thick cap block at grade level for my brick "ledge". No thermal bridge with that approach.

Between the CMU and ICF wall is peel-and-stick waterproofing, then LowFlow drainage mat. I left the head joints open on the bottom row of block and knocked holes in the bottom row of block cores to let any water drain out into my gravel & perforated pipe drain system.