Does it matter which brand of polishing powder I use. I have tried several and some work well and others do not, what’s the difference?

Marble polishing powders are made of mild abrasives such as aluminum oxide and tin oxide. They also may contain an acid known as oxalic acid. The percentage of acid to abrasive differ somewhat from brand to brand. Powders with a high percentage of oxalic acid are considered to be “hot” polishing powders. To answer your question I would recommend trying several different brands. Find the one you like and stick to it.
Some powders may also contain shellac resins. Shellac can be identified by a yellow to brown color. Powders that lack shellac will generally be white in color.
There are also several yellow colored powders that contain sulfur.