Since Brave uses Chromium you can use any of the thousands(?) of extensions made for Chrome, including extra privacy extensions. For some that might seem be a little like belt and suspenders, with some overlap, but you can really lock down your browser to protect this way.
In addition to the built-in ad- and web-bug blockers in Brave, I added a few extensions like PixelBlock, which in Gmail stops those one-pixel embedded images in emails which tells senders if you’ve opened the email and when. I also use Privacy Possum, which “wrenches common commercial tracking methods by reducing and falsifying the data gathered by tracking”. I also use paired ad-blocking extensions Nano Adblocker and Nano Defender (offshoots of uBlock Origin), as well as DecentralEyes, which puts on your Mac some info that otherwise would have been polled from a Content Delivery Network (like Google Hosted Library, which could then build a profile of you across the web).