I needed to restore my PC due to technical reasons, and when I restored I made sure to select “Keep all my files”, and I still lost everything I had in this browser; bookmarks, extensions, etc. I’m really, REALLY hoping there’s a file that gets modified every time you add a bookmark as if not, I’m going to be extremely disappointed as that means I’ve lost a whole 7 months+ of bookmarks. Whether that be from sites I normally visit, email, technical stuff, etc; all gone because I thought it would save my bookmarks. I really hope I get a reply saying there’s no need to worry, and not a “We’re sorry. That’s not a feature…”.
Hey, Brave data is stored in the “BraveSoftware” folder in AppData/Local
%LOCALAPPDATA%\BraveSoftware\Brave-Browser\User Data\Default
But as far as I know Windows resets the AppData Folder (even if you select that you want to keep files), but it should create a backup at C:\Windows.old, so if you see a Windows.old folder in C:\ open it and navigate to
C:\Windows.old\Users\UserName\AppData\Local\
Copy the “BraveSoftware” folder in there and replace the one in
%LOCALAPPDATA%
I really hope my answer isn’t too late and that you have the Windows.old folder. 
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