@Alpagamo to clarify, you’re saying that if you are on youtube in Brave and are listening to a playlist on the site, then lock your phone, the next track in the playlist will not play when the one before it ends – is that correct?
If so, I just tested this on my end and tracks continue to play even when my phone is locked. Can you confirm that you have Background play enabled in the Brave’s settings? You’ll find this option in Settings --> Media.