@PowerQuest,
Shields state should definitely persist – does this change happen immediately after leaving the site? Or do you see these site-level Shields switch back “on” after closing/quitting the browser?
@PowerQuest did you have any options enabled for “Clear on exit” under brave://settings/clearBrowserData? Especially “Site settings” option << this will clear site and shields settings whenever you quit Brave.
I have “clear cache” option ticked in the check box. I use this feature (clearing the browser cache) quite regularly when I do dev stuff on my web sites.