All - I thought I would take a moment and update on my "technical difficulties"; specifically related to the inability to directly embed comments.
After doing some reading and experimentation, I think the problem is most specifically related to the interface between Brave and Blogger, specifically the "Shields Up" function of Brave that prevents tracking. When I put "Shields Down", I can embed comments just fine.
After looking at the functionality and some of the blogger, settings, I realized that "Cross Site Cookies Blocking" - which seems to root of the issue - is engaged, which is what everyone online seems to say is the issue.
So after a week of the pop-up screen, I have found that I really struggle with it as an interface. I enjoy the actually flow of the conversation as it makes it easier in my mind. So this is how I am doing it (if anyone is interested). For background when I write this, I am also on a VPN (NordVPN) and use Ghostery to block trackers.
1) Go to Blogger (or the Blogger Site I am interested in).
2) Turn Shields "Off".
3) Do my commenting and hit "enter" for comment to register.
4) Turn Shields "On" or even close out of Brave and then reopen.
It is a little clunky of a interface, but seems to be working okay.
I would be interested in feedback if the change back to embedded comments is working for everyone - or note - and any other potential "fixes".
As always, thanks for the time spent here and your patience as I work through this.