Well, since didn’t work regardless of Shield settings, it suggest Shields have nothing to do with it.
How does it fail? For example, does clicking on it do absolutely nothing? Does it open to a blank page? Does it say something like: This Page Isn't Working, Error 405, or what is occurring when you say it fails?
Also, in clicking link, are you always accessing from the same place? Such as, let’s say your email is on Yahoo, are you always clicking and having this difficulty in your Yahoo mailbox but maybe haven’t tried elsewhere?
Generally, you can upload screenshots here. You can also DM Kevin if you prefer, through Brave Community. Main thing about screenshot though is just the information I asked right above this, which is just trying to see where you’re clicking and what errors you’re getting, if any.
NOTE
One thing to try, if you would. On the top right of your window is a hamburger menu, which is the three lines one on top of each other. If you click that, you’ll see an option that says Open a guest window. Could you do that and then try to navigate to whatever you’re looking at, click on the tracking link, and see if it opens?