Brave background use

Hi. I use latest Brave version (1.29.79) on my Galaxy A41 (Android 11), I have disabled battery/memory optimization for Brave browser, but when I have opened few websites in Brave and I lock the phone, after few minutes when I unlock phone this websites disappears and I see “New Tab” page. Also, I have enabled “Show Ads when Brave is not in use” setting, but I not receiving ads when Brave is closed, I see ads when I open Brave… Can someone help me?