Drilling “misting” pin holes in PVC

No, this isn't normal. Your anchors don't fit to your screws. What is happening is that the tip of the screw reached the concrete, and, of course, you can't force a screw into concrete - not even with a drill or a electric screwdriver, and certainly not by hand.

This picture shows how anchor and screw should fit into the hole. The hole definitely needs to be longer than the screw. The screw should be a bit longer than the anchor, but not as long. Maybe the clerk saw that you have picked an wood screw and gave you anchors suited for the second situation. It doesn't hurt to use wood screws with anchors in a concrete wall, you'll just have the cap jutting out a bit. But the length of the screw should be only a bit longer than that of the anchor (the surplus should equal the length of the tip + the length of the attached thing), and your cap will stick out a bit if the thing you are attaching isn't soft enough for the cap to sink in.

The table shows how to determine the correct hole depth. It also tells you what diameter of anchor and drill to choose for a given screw. As for the length of the screw, it is determined by the weight it will have to carry. Vertical screws are more problematic than screws in walls, because gravity is pulling in the direction of the hole, not at 90° to it. Light curtains will be OK with your size screw, but don't put any molton on them.

I have to ask, who gave you permission to drill into the wall? If you say your spouse, then maybe you need to take some home improvement classes at the adult education night school at your local high school! Just joking.....

But seriously, if you have run into the concrete blocks, you need to use masonry bits with a hammer drill to bore the holes, and than use masonry anchors or specialty concrete screws (tapcons) to secure the brackets to the block. The masonry screws are easiest and the package will tell you what size masonry bit to use. You can use a regular drill, but it will require a lot of pressure and letting off every 15 seconds or so to clear the dust from the hole. Don't be surprised if the screw strips on the way in, very common, it may take a couple of trys. Be sure to drill the hole deep enough. you will get the feel of it. It is not at all like drilling into wood.

I have to mention, if you have drywall over block, then there is strapping somewhere ramsetted into the block. If you can find the strapping, you can use the standard wood techniques. Look for dimples or evidence of drywall screws, that will give you a hint where to find wood. Good luck.