Permanent brain issues are unlikely, but then, if you are willing to believe that hypnosis could have that effect, you might accidentally force it on yourself. Long term issues, on the other hand, are quite possible. I'm assuming you are referring to the Disclaimer and Warning Document recently put out by the Pony Hypno community.
Let me clear up how hypnosis works. Normally, you change habits and patterns in your brain over time. You add information and complexity, and you reduce it by compressing your thought processes to short-circuit unneeded thoughts. Hypnosis is a method of using that same pattern of self-alteration, and guiding it to produce a specific effect. It works faster than your average habit formation by dumping a large amount of data in the form of suggestions onto your mind. What it doesn't do is stop you from forming new habit, from growing further. You will always be able to work your way out of a hypnosis effect, if you want to, the old fashioned way of changing your sub-conscious bit by bit.
The DeprogramAll file works, even if it isn't particularly high quality voice work. IF you can be hypnotized by one of our files, you can be dehypnotized by means of DeprogramAll.
Now, as for the effects of the files. There are two uses, really. The first is what the majority of people here do, use them for recreation and for temporary mental and physical alteration. The second use, the use that the gdoc warns about, is the effect on those who WANT to have permanent effects (and I don't mean consciously want. Some people will deny they do while misusing... meh). If you are willing to constantly upkeep the effect and push to make them long term, you can have personality alteration, etc. Let me be clear though. Feeling more confident after RD is common. Using the file to feel confident more often... that is pushing the edges of dangerous.
Experiences by longtime users can be found at http://hypnoponies.niceboard.com/, as well as contact information. As before, the IRC channel on rizon (#Pony_hypno) can answer questions
Seeing your body as a pony is hard, simply put. Here is a test for whether you'll be able to do it. Look at a blank wall. If you can, without moving you eyes, impose a believable hallucination of, say, a pony walking (like it is a video screen), then your visual imagination is powerful enough. If you can't get anything, then you need to work on your visual imagination further before your body will be able to produce those sorts of effects.
Honestly, maybe 1 in 10 is able to do that within their first month of using the file recreationally. Truthfully, it sounds like you are making good progress. Just keep working and you'll get there
I'm wondering the same thing.