Another idea...
Create a text file (remove_brave.sh) and write these three lines:
#!/usr/bin/env bash
sudo apt remove brave-browser brave-keyring
sudo rm /etc/apt/sources.list.d/brave-browser-*.list
Then, run it according to my screenshot:
Much more practical for the people I help. 
Displaying errors as they happen doesn't necessarily mean that the entire operation fails. In this case, the package manager will continue to process other updates after reporting those that failed. The prompt looks a lot scarier than it actually is.
In APT 3.0 it is better sorted because of a better Layout. But we have to wait until this will come in the Future to Zorin. Or using Nala would be an Option.
Except that I don't remember being able to update the other software.
We can test that by reproducing the problem. On a fresh install of Zorin OS 17.3 Core:
Rename the signing keys for the Brave repositories:
for f in /usr/share/keyrings/brave-browser-*; do sudo mv $f $f.bak; done
By changing the names to something else (in this case simply adding the ".bak" extension) the repository won't be able to find them at their expected locations, thereby triggering the error you saw:
Run the Software Updater shows that something went wrong, although is not clear what (that could be improved):
Clicking "OK" is enough to continue with the update process:
Note that we can update Brave in this case because this particular error is due to missing signing keys, which are already cached, so the upload process continues for all packages needing an upgrade, including Brave.
However, to further proof that this is not a problem I've reset my VM and, this time, I've also deleted the cache for this entries with:
sudo rm /var/lib/apt/lists/brave-browser*
This is an error now, not a warning. It's refusing to update Brave entirely because it cannot securely verify the downloads anymore.
Repeating the same process to run the software updates now shows the same packages as before, without Brave due to this error. We can update everything else normally:
Therefore, your demonstration, no matter how good it was, did not correspond to my experience.
I understand, I was just trying to show that the software updater can overcome at least certain errors that may happen for various reasons. Not sure what the problem might have been in your case, although it certainly looks like a caching issue, based on the error from your first screenshot.
I've noticed this happening a few times already over the past few days... I'll bring it up to the admins, thanks.
Well received and thank you.
And as for my image, I forgot to reproduce my first sentence... Decidedly, this thing is getting on my nerves... Excuse me.
I just made a video screen capture of a brand new installation.
A little less than 16 minutes --> old PC quite slow.
www.grosfichiers.com/B4it8jUVLH9_X6Kqg4NWfN3
The file is available for two weeks.
The problem remains the same with the beta version of the 18.
As also the solution to correct it.
