By default and even if we only include extensions, I think Brave would better protect your privacy and online activity than Firefox under the same conditions, but this statement is only applicable in the event that we do not want to delve into or spend too much time on the browser settings. If you are willing to do the latter, then the balance is tipped in favor of Firefox.
However, and as a tip, both thoroughly configure Firefox and apply the Arkenfox user.js can be somewhat tedious tasks, so personally I would recommend you install LibreWolf, a fork of Firefox that comes already configured with the vast majority of privacy and security features of firefox already activated. Another tip I can give you is to try to divide your online activity into more than one browser, so as not to generate a unique fingerprint that can be used to identify you.
In conclusion, my recommendation is that you use both LibreWolf and Brave, applying both if you want those extensions (although try not to install too many extensions, as these can also cause your fingerprint to be more unique and identifiable). Oh, and always have the Tor network at hand, either through Brave or Through Tor, because this is always a great and thick extra shield when it comes to protecting your privacy and making you anonymous.