Patrice Any idea on how to change this behavior (on Brave or Raven) ?
It sounds like Brave might be pushing notifications outside the browser itself. As far as I know, that's changed behavior on Brave's part.
Three thoughts:
(1) Check Budgie Control Center > Notifications to see if Brave is listed as an app that can send notifications in Solus. If so, turn it off.
(2) Try turning off ads in Brave (Rewards Settings > Brave Ads = OFF) and see if that stops the behavior.
(3) If the notifications are coming from a specific website or a few specific websites, you might be able to block notifications (as in "Allow/Block Notifications") from those websites in Brave.