Correct me if I'm wrong but AFAIK, but in the mobile version of Electrum wallet, you can't do a signed message.
It's pretty easy when you are in a desktop version wallet and following the link that showed above will make it easier.
Hope my post is not the one that confused you, OP did not mention anything like phone, I only just think of adding it for him to know that he can not make use of mobile Electrum to sign a message.
Anything pertaining to brain wallet are of legacy addresses, it will only work for legacy addresses, not for nested or native segwit.
This keep displaying 'invalid address' for all bitcoin addresses.