I see, that’s definitely mixed content warnings there. I assume you’re looking at your own ProtonMail account and that you have some emails open?
Basically what’s happening is that some emails have come in with inline images that point to insecure HTTP servers. ProtonMail is not rewriting the image URLs and so it’s instructing your browser to fetch the original insecure images directly and triggering the “Not secure” warning in Brave. Some other email providers will instead rewrite the image URLs and proxy them securely for you in order to eliminate these HTTP requests.
You can also see the same issue on the following test page which includes an insecure HTTP image on an HTTPS page: https://mixed.badssl.com/
All of this to say that it is normal, but unfortunately appears to be a problem on the ProtonMail side (lack of proxying/upgrading of HTTP images). If you did want to get rid of the warning, without changing the underlying issue, you could set the following flag to “Disabled”: