I just tested at fingerprint.com using mullvad.
Brave browser, no VPN, they recorded one visit, one IP.
Brave browser, no VPN, incognito, they recorded two visits, one IP.
Brave browser, with VPN, incognito, recorded three visits, two IPs.
I'm pretty impressed / surprised. A fresh incognito session, through a VPN, still matched the same fingerprint. Especially surprising since TFA indicates Brave randomizes the fingerprint. I even changed my fingerprint block setting to "strict, may break sites" and it's still recording the same visitor ID from Brave, even with incognito.