I weld stuff like this regularly, so here's the trick to good aluminum welds.
1) If your parts are shiny, not dull,they don't need
brushing because they're not oxidized.
2) Brush marks usually look really bad after anodizing
because the color makes them stand out.
3) Almost any solvent will remove more than enough oil
film,but acetone,MEK,naphtha and denatured alcohol
all do very well.
4) The continuous hi-frequency setting on your welder
is what actually cleans away most of the oxidation
anyway.
5) THE ALLOY OF YOUR FILLER WILL AFFECT THE LOOK OF
THE ANODIZED FINISH MORE THAN ANYTHING ELSE. Check
with your supplier about color compatibility.
Alan L. Bass, toolmaker