@CerealLover Is that an official brave download? Prompting to save an .exe doesn’t seem safe… was scary. 
@Facundocor Have you tried turning off vpn? Have you tried downloading the appropriate file again? Maybe it was corrupted?
You can use the links in the current Release Notes category to get to the English version website, but it looks like downloading from the same place, so probably won’t help. Don’t know about anything available from GitHub.
I tried to search topics with this error message “Setup was unable to unzip the file. Reload” but could not find anything. Is this an accurate translation?
This is a Help Center topic that may provide insight.