It seems that if you create a faction with both Death Worshipers and Brave that only the one relevant to the faction you picked happens. So you only get the Death Worshiper bonus as an Empire, and the Brave bonus as a Kingdom, even if you have both of them. In addition, the Death Worshiper bonus goes into effect even before the unit comes out, while Brave occurs once it's been trained. As a result, the unit needs to stay in town a little bit to heal up to its new true maximum given to it as a result of the Brave ability.