Privacy Badger is not recommended these days. It actually makes you more fingerprintable in some cases. Its better to use in-browser anti fingerprinting.

Brave's adblock is actually based on the filtering used by ublock (check out the filter list pages for both browsers!). However, it is inferior to ublock on Firefox (or librewolf) as there is more sophisticated CNAME uncloaking (among other things) on FF/LW.

Brave is inferior to Firefox with uBlock Origin. In my experience advertisers get around Brave's blocker more often.

Or you can run those two with Brave and not use Brave's built-in shields as much.