Brave does not play H265 / HEVC on macOS nor Linux (I do not have access to a Windows machine, so can not speak of that), I have created a webpage with 4 differently encoded mp4 movies that Brave for Mac does not play, nor does Brave for Linux. Oddly enough Brave for iOS does play them when clicked on them once, although it seems they are played externally instead of by Brave itself.
I have parked them (each only 14 frames at 1920 x 1080, all under 500KB) here: https://www.virtualbricks.nl/brave/
The videos themselves can be played locally, using mpv for example. I hope we can have a Brave browser for macOS and Linux that can play these h265 videos.