I can't say I've done exactly what you're trying to do, but I've had quite a few attempts at setting gummi laces into jello, and I really don't think it's going to work to bake them in.
You have a few major problems:
Gummi laces do strange things when they get wet. They swell up to about 2-3x their size (in every dimension ... so 8-27x volume), diluting the flavors and make for a really nasty texture.
Gummi laces melt when they get warm. (exact temperature depends on the concentration of gelatin ... but setting them in a wet batter means the gelatin will dilute ... I'd expect them to melt well before the cake sets).
Gummi laces really don't like to hold their shape. Especially when wet or heated, they'll attempt to go back to whatever shape they were originally made as. (I had tried using these red coil ones which were thicker ... caused other problems).
So, some suggestions, first to get the brain look to the cake:
- You can buy silicone molds that will give you a brain-shaped cake.
- If you make a stiffer cake (eg, pound cake), you could carve creases into it by holding a sharp paring knife so the tip is just barely exposed at a 45° angle, then cut grooves into the cake (cutting a 'V' trough with two passes).
- Using fondant will allow you to have the groves show through. (frosting will just cake into the groves).
- You might be able to just use a stiff cake and fondant, and then use something to press the groves into the fondant.
update (and deletion re: setting the laces under the frosting):
For the arteries on the brain (note, arteries are red, veins are blue), you'll need something to afix the laces onto the cake. You'd likely best off using something to 'glue' to the laces onto the cake that isn't too wet ... unfortunately, I'm not really sure what that is. Typical food-safe glues are royal icing, egg whites, or a dab of corn syrup. Unfortunately, all of these have a lot of moisture, are might cause your veins to deform (as they absorb the moisture).
I honestly don't know what the best solution for that would be.
If you were to use a buttercream frosting for the cake, you'd have issues with losing the creases of the brain, but you might be able to set the laces into the frosting before it's hardened. For this, I would pre-cut bits of the lace so that you can both work quickly and not have to worry as much if the laces decided to start changing shape on you.