I was busily preparing an "after" save to go with my "before" save, since I have no interest in actually playing with a dammed brook, when I saw that someone else has supplied movies of the same sort of situation. Good, that saves me the trouble.
I believe that brooks only have waterfalls leading into another brook where there is a biome change. The source of both the upper and lower sections is just outside the biome area of the brook section. For a brook starting at the edge of the map, these tiles cannot be designated for digging and therefore a normal brook cannot have its water supply destroyed in the same fashion as one that originates at a biome boundary.
Digging into a dry brook from the side requires that stone be removed from the apparently empty area before a wall can be built. This wall will then be Inside, Dark, Subterranean even though the apparently empty brook tiles were Outside, Light, Aboveground. I have run into a glitch before, where simply designating digging in a section of brook changed that section to Inside, Dark, Subterranean, but only after some combination of actions which possibly includes saving the game but not only that.
The four tiles I had dug out of the brook which I had intended to upload, before I saw that someone had already demonstrated my point, were andesite. Andesite is the rock at the edge of the map where that brook section originates. The area surrounding the four tiles is black sand, and the closest rock is alunite. It seems that the entire brook is assumed to be made of the same rock as the edge from which it originates, once the water is removed, even though the rock is invisible.
I think it would be fair to say that brook programming seems to be outside the norm as compared to digging a ditch, filling it with water, and covering it with grates.