Brave is a marching band of red flags. It claims privacy while injecting ads, affiliate codes and crypto into the browser. It's kind of sad to see someone like Brendan Eich who should know better turn to the dark side and pretend this is all fine. It isn't.
Best advice I could give for anyone who wants privacy is use Firefox or a branch of it. Firefox is out of the box the most privacy conscious mainstream browser and add-ons make it more so. If you want absolute privacy you could even use a derivative like Tor Browser.
I know what WINE is and the gist of "Wine is not an emulator". I have used it extensively and for a while it even contained some of my code (not sure if it still does). But it is still emulating but not in the way people think. WINE is not emulating the operating system but it is emulating the interface that an executable interacts with Windows, aka the Win32 APIs and other DLLs.
They even touch on this in their FAQ - *That said, Wine can be thought of as a Windows emulator in much the same way that Windows Vista can be thought of as a Windows XP emulator: both allow you to run the same applications by translating system calls in much the same way. Setting Wine to mimic Windows XP is not much different from setting Vista to launch an application in XP compatibility mode. *
As far as a potentially malicious executable is concerned, you can create a throwaway wine folder to run the thing and delete it as soon as it is done, e.g.
e.g.
It doesn't matter if keygen.exe is evil because it can write anything it likes to the fake C: and the fake registry and it's blown away. As a precaution disable networking so it can't reach out either. In the extremely unlikely event that keygen.exe had code to detect it was running under WINE, it would still be subject to the permissions of the uid you had run it as, so you could take even more precautions if you felt so inclined. You could even use a dockerized WINE if you felt like it.