That model of incubator has a fan so that takes care of some possible issues. It helps to be able to simplify and eliminate things.
First, just to confirm something, are you counting the day right? It's surprising how many people get this wrong because it is not intuitive. When counting days you don't say "1" when the eggs go in. It tales 24 hours for the eggs to have 1 day's worth of incubation. So you say "1" the day after you put them in. An easy way to check your counting is that the day of the week you start them is the day of the week the 21 days are up. If you start them on a Monday the 21 days are up on a Monday. If it is 23 days instead of 24 they are still late but not as late.
There are many different reasons that eggs might not hatch exactly on 21 days: Heredity, humidity, how and how long the eggs were stored before incubation started, and just differences in the eggs, even if laid by the same hen. One big factor is average incubating temperature. If the average temperature is a bit warm they can be early, cool and they can be late.
Don't discount heredity too much. I've calibrated my incubator, I know the temperature is right. Whether I hatch in my incubator or under a broody hen my eggs often start to hatch two full days early. If it were just in my incubator I'd think that was the problem but it's under broody hens too.
If mine can be consistently early I can envision yours being a little late. But it probably is your incubator. Do not rely on factory settings, they can be wrong. My suspicion is that your incubator is set a bit low. Before you use it again I strongly suggest you calibrate it to confirm it is operating at the right temperature. The best way I know to do that is to find an old-time thermometer of the type used to take people's temperature before all the new technology took over. Those can be hard to find. But they should be calibrated to give the right reading and they operate in the temperature range you should incubate in.
Brinsea is a good company and they make good incubators. But I don't trust their factory presets any more than anyone else's.
You mentioned thick egg shells. Were these pullet eggs? It is pretty common for pullets to lay pretty thick-shelled eggs. Their shell gland makes a fixed amount of shell material. That amount of shell material going onto a small egg can be really thick. It happens often enough that it is a reason given to not hatch pullet eggs. The shell is too thick for the chick to break out.
I don't now how that incubator handles ventilation and air flow. The embryo and hatching chick needs to breathe just like we do. The shell is porous and allows oxygen in and carbon dioxide out. So you need some air exchange inside that incubator with the outside air. That's not very important early in incubation, actually unnecessary. But the later you are in incubation the more important that becomes.
Improper turning of the eggs in the first two weeks of incubation can cause problems. If the yolk or developing chick touches the inside of the shell they can get stuck. After two weeks of incubation a membrane develops around the developing chick to protect it from touching the inside of the shell so turning later in incubation isn't important. If the chick is stuck to the shell it can't position itself to pip.
I can't think of anything else but I'm sure there are things I've missed. I think your issue probably is low incubating temperature, I'd certainly check that out before I incubated another time. All that doesn't help you with those last two eggs. If you try to assist in hatching before they are ready you'll probably kill them. They need to dry up blood vessels in that membrane around them or they will bleed to death when that shell is opened. There should not be any blood vessels under the shell at the air cell. You might poke a small hole in there to give fresh air. That won't help with external pip. I know,, not much help with your current situation.