Anything in the Shields panel (as opposed to Global/Default Shields) is on a per-site basis.
I wrote a (fairly brief) overview of Shields and how they work in a separate post not that long ago you may find useful:
Cross-site scripting/Shield question Desktop Support
@cartercarlson, thanks for reaching out. Good questions all around. I’m in the midst of writing a detailed support document for Shields and their functions so that users like you will have answers to questions like this. For now, a brief explanation with respect to your post: Shields Out of the box, Brave allows you to block several types of content when browsing. Shields is used when referring to these built in protections as a whole. So when saying (for example) “I have my Shields Up”, what…
Our Help Center also has a lot of useful information
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Don’t hesitate to reach out if you have any additional questions.