I really love Brave, so kudos all around.
I do have one suggestion though that will make a huge difference. I love the way the UI is layed out for turning shields off and on - this is very wonderful.
But I do notice a pattern in my behaviour. Sometimes I’ll be on a site, trying to do something, and I’ll click on an element and nothing will happen. What goes through my mind first is (this site is broken). So I’ll click again a couple of times, then I’ll think oh yeah. Of course, the Brave shields. So I turn them off, hit refresh, and everything works. But this actually introduces a little bit of friction and slows me down.
I think if you just slightly animated something, or drew attention to the fact the page is trying to pop something up that the shields are blocking, it could go a long way to helping the user.
You could keep it very simple, say, and just vibrate (shake) the orange lion that you click on to turn the shields off or on. Just having that small alert saying (something is blocked here) would be great.