Earlier quoted context omitted.
If you are this paranoid about someone showing ads or collecting your information, maybe Brave isn't the best choice, with their history of getting caught with both hands in the cookie jar. Especially since you already use Firefox elsewhere. Mozilla also collects information btw.
I have another level of blocking : AdGuard Home. I know that there is no optimal solution. I do the best I can with what I have.
I participated in an experiment that tried to fingerprint without cookies over time. All browsers failed but Firefox did best (for me). So that's what I use.