I don’t have technical terms/fancy words like the previous poster. I’ll just say they look odd and I wouldn’t call attention to them.

How do they tie into the main roof?

I would just use the same cladding on the entire bay/dormer all the way up and use the color that is closest to the brick. To me that looks like Gray Oak

I think they look fine. I'd use the same siding as the rest of the house.

The house is brick. I would go with stucco on the bumpouts in the same color as the brick. Aluminum siding will have corner, upper, lower, and window trim which will accentuate the bumpouts from all the shadows from horizontal and vertical lines, leading to a "two eyes" against a somewhat smooth backdrop look. Stucco will be smooth all the way up to the arch drip edge, blending in much better with the overall facade and not giving a reference point to measure the haphazard placement of the fenestration.

Whoa! New words alert! Fenestration? Thanks for the education!