I would advise the reverse. Brave shields should be superior to uBO because it is not limited to Web nor Net request capabilities. I only use Brave shields on my Linux PC. The option to increase or lower the protection per website is really an usage advantage.
To be honest the benefits of NoScript and uBO medium mode on Chromium based browsers for security is something from the passed. The isolation is so much improved. So I really don't see a reason to use uBO with Brave.
I prefer uBlock Origin. It allows me to set “My Filters, My rules, trusted websites”. I can use the element picker if needed, and by making a backup file, you can easily set it up again if you have to for some reason. As far as I personally know Brave Shields does not allow that. Not to mention that support for uBlock Origin is better than for Brave Shields. (At least those very few times I needed support from them outside these forums.)