Brave used to throw up a dialog box when I clicked a downloadable link. It doesn’t do this anymore. Recently I accidentally clicked a link and it began downloading a giant file without confirmation. This is not only annoying but seems like a giant security hole. Please add it back.
Do you have the Ask where to save files option enabled in Settings --> Downloads?
It is on but it only does this if you have an SD card (as it states in the setting itself).