Welcome, @Nebulous.
The chrome:// page you see in Brave is okay; because Brave is based on the Chromium code, some of the settings pages and such will have the chrome:// prefix instead of the brave:// prefix. As long as it’s the local one (chrome://) and you’re still in Brave, you’re fine.
Kaspersky can interfere even when you disable the AV component, maybe even when more functions are disabled. Basically, it seems Kaspersky flags and interrupts Brave updates on a fairly regular basis. Here is a post from a related thread that has links that may help.
One thing you might try, on the theory that it’s the Brave installer’s trying to download additional software that triggers K’s interference, is to download the standalone installer mentioned by @Mattches in this post.
Here’s a direct link to the current 32-bit version of Brave 0.65.118: https://github.com/brave/brave-browser/releases/download/v0.65.118/brave_installer-ia32.exe
Here’s a direct link to the current 64-bit version: https://github.com/brave/brave-browser/releases/download/v0.65.118/brave_installer-x64.exe
For the whole list of the current release’s available files/installers, see https://github.com/brave/brave-browser/releases/tag/v0.65.118