Yeah, good idea and I don't know why I didn't think of that. I did have the secure DNS setting on and have now turned it off. I'll try if for a few days and come back if it fixed the problem.
Follow-up - a couple of days after turning off the secure DNS option in Brave, and no messages so far. For what it's worth, I also have DNSSEC enabled on my pfSense router "DNS Resolver" service, pointing to 1.1.1.1 / 1.1.1.2. So whether I am on AirVPN or not, I have a secure DNS connection.