In order to be able to play again udemy/netflix videos you have to go to:
brave://settings/extensions
Scroll down untill you find option:
Widevine
Use Widevine digital rights management (DRM) component to view protected streaming video and other content in the browser.
Turn on this option.
You will be prompted to relaunch browser.
If prompted to Install and run Widevine (while trying to play video) - click Allow. ( i wasnt asked for anything just turned this on and everything is working)