If you have the Brave Browser installed on your Windows devices, then you may also have Brave VPN services installed on the machine. Brave installs these services without user consent on Windows devices.
Brave Firewall + VPN is an extra service that Brave users may subscribe to for a monthly fee. Launched in mid-2022, it is a cooperation between Brave Software, maker of Brave Browser, and Guardian, the company that operates the VPN and the firewall solution. The firewall and VPN solution is available for $9.99 per month.
I've seen this software behaviour back in the day, oh wait its called trojan.