These warnings are telling you that you have multiple sources for Brave Browser added.
Sources are kept in root, in /etc/apt/sources.list.d
All you need to do is remove the duplicates.
You can do this by elevating your file manager to root, then following the tree to /etc/apt/sources.list.d and manually removing the duplicates or by launching Software & Updates > Other Software tab, then marking the duplicate Brave Browser sources and clicking Remove.
From what I can tell it looks like whilst Brave is available by Zorin there is an issue with update sources. My personal preference is to use zen browser, a fork of Firefox. I downloafed the tarball, extracted it and launch it initially from the extracted contents then pin to Dash (bottom panel). And in the same way firefox would update via help | about zen installs updates that way. A much cleaner experience for me.
I looked at my installation and don't have brave-browser-release.sources. I think you can delete this one.
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brave-browser-release.list and brave-browser-release.list.save are all that is needed. And really, only brave-browser-release.list is...
I can confirm this.
@morta: Type in the Terminal sudo rm /etc/apt/sources.list.d/brave-browser-release.sources to delete the File. After that make a sudo apt update && sudo apt upgrade and it should be normal again.