Can't login because of vpn lock

I’ve been using Brave as my default browser for about a week.
When I try to login to some sites, the username and password both have a red key (lock) sign next to them.
When I put in the login details a VPN window pops which prevents me from logging in.
This didn’t happen with Chrome. How can I fix this?
See the screenshots of the steps


I’ve contacted VPN and they say to contact Brave. As I say I’ve done nothing different since installing Brave and making it the default and it doesn’t happen on chrome
I have a macbook air with Sonoma

Have you tried removing the Express VPN extension? Thanks in advance.

Thank you for the suggestion! How would I do that? I know how on chrome but not Brave…