go to brave://components/ and check Brave Ad Block Updater - Version: to see if your lists are being downloaded.
You can also check if the default lists were downloaded because they should be in %localappdata%\BraveSoftware\Brave-Browser\User Data\iodkpdagapdfkphljnddpjlldadblomo\ in a folder like 1.0.369\list.txt
If you don’t then, you are blocking Brave servers somehow, and I don’t know the fix, but the easiest workaround would be to load all default lists as custom lists then in that case to get the adblock rules https://github.com/brave/adblock-resources/blob/master/filter_lists/default.json
Sometimes I run my lists as custom lists, so nothing bad of doing that, just some lists need to be manually updated if not they will only get updated after 7 days.
Adblocker only works if there are rules, if nothing is being done = no rules are preset that are going to be applied to websites and network requests. so either, the websites doesn’t have any rule set up which you have to properly report so they get added, or the lists aren’t working, of course, Youtube being one website having troubles, that’s why it might be that the lists aren’t being downloaded as they should.
If you built Brave from source, that will be the issue though, because those builds don’t have Brave keys to download the lists from Brave servers… That’s like the only time I know people will not get the default lists, but I have seen some people getting errors about downloading the lists so it could be anything, your network, ISP, folder permissions etc etc.