I found that http://www.jeuxvideo.com/ one of the biggest french forum displays ads while I use Brave Browser.
My ad control setting is “block ads”, shield is up, and I’m using windows 10 (did not test on linux or macos).
When I activate or disable flash nothing changes and I get the ad anyway.
Here a screenshot of the website’s homepage with a big PS4 ad : https://image.noelshack.com/fichiers/2017/42/1/1508114955-capture.png
It’s not only on the homepage but on all the website.
Tell me if you need additional informations !