Video play issue

As I’m sure you’ve figured out, if you Allow all cookies for this domain the video plays (also note that the pre-roll ads in the video are skipped - as intended).

Additionally, you can enable cookies for that domain and if you want to delete those cookies, you can set them to clear on exit so that when you close Brave the cookies and any information attached to them will be wiped. See this topic with another user about the Clear on Exit option: