We mounted a TV over our fireplace (working and converted to pellet stove insert). Our house was built in 1991 (so may be built different than your house).
Code at the time our house was built was that combustibles (framing and paneling) must be kept 2 inches clear of the chimney inside the wall. Our house has a traditionally framed 2x4 wall with drywall that is spaced off the the chimney. When we installed the TV we installed the mount like you would on any regular wall.
If I were you, I would do a little more investigating to ensure the assumption of no framing is correct and that the wall is in fact applied directly to the chimney. (though I do doubt this is the case). With panel board, plaster, lathe, and framing this might be hard to do without making an actual hole in the wall.
I think I would pick a spot behind the tv go ahead and cut a hole behind the TV where you would install an electrical/cable/ethernet/hdmi/whatever connections you are going to want for the TV. It doesn't have to be the full size of the box, just enough to get through the wall and determine how it is built.
If you do have to anchor into brick/concrete/stone, there plenty of anchor systems that would work, from the sleeve fasteners you mentioned to tapcon screws.
Assuming the wall is not framed, how do you intend on supplying power (and whatever other connections you need) without running an extension cord up the wall?