You don’t by chance have Nord VPN installed as an extension, do you? I did a little research between the time you posted, and found that apparently that extension causes “DNS issues” and Cloudflare was being mentioned.
Long shot but I want to help you out while you wait for a dev’s response.
I would want to be certain that all the WAN DNS numbers, manually entered or assigned, should be the same for those junctions.
Yet, I would expect to encounter Cloudflare servers’ “discomfort” on more occasions now days, when Brave Browser visits websites that are tending to use Cloudflare.
Be daring; and, I am assuming that you are on a private, home Local Area Network (“LAN”) (curiously, DNS IP address 185.33.111.67 belongs to a company, Consorzio?):
Brave Browser at brave://settings/security, with:
Use secure DNSdisabled
Safe Browsing set to No protection (not recommended)
Select DNS provider set to OS default (when available)
And, given that you are apparently in Italy, using the EOLO S.p.A. Internet Service Provider. You could find out if Brave Browser is “overwriting [your] Windows DNS” by making sure that all of the WAN DNS IP address fields among:
the router that connects your LAN to the WAN (Internet)
all devices on your LAN that are connecting to the WAN (Internet)
are MANUALLY / STATICALLY (NOT dynamically) set to any 2 or more of the following, valid EOLO S.p.A ISP DNS Servers:
Brave Browser, or some other application involved with your computer, or some device or application elsewhere along the pipelines of your computer and network / Internet destinations . . . is connecting to some hostname or IP address that is being proxied by Cloudflare.
And Cloudflare ratchets up its proxy authority, upon detecting the out-of-the-ordinary nature of Brave Browser.