Hi Saoiray,
Upgrade connections to HTTPS is set to standard.
Nothing site specific.

This is just an example - the issue occurs with any site that serves executables, and it began sometime in the last ~60 days (since the last time I updated a bunch of installer programs).
I found a flag called Override download danger level which is default/disabled. Enabling the flag removes the need to verify executable downloads, but I don’t know what unknown dangers it might open up if I leave it that way. Of course I do have AV, uBlock and some content filtering via OpenDNS on top of Brave.
addendum:
Oh, and the file in question above IS signed by the developer. I can understand questioning unsigned files though I would expect a pop-up message rather than silently blocking the download.