Even Brave admits that their implementation of The Onion Network is less secure than the Tor browser’s is.
But you’re also not getting the best out of Tor browser if you’re running it on Windows.
DNS over HTTPS + VPN + TOR, regardless of OS, is as private as you can get. If you want to use Linux, go for it, but it’s no more secure than Windows. Your OS is only as secure as your patch level, whether it’s Windows, Linux, or Apple.