Yes, there is a movie that was made after the release of Brave. The backcover
of the box says:

  "Brave... The Movie is a fifty minute concept film directed by cult movie
   director Richard Stanley.  It is Stanley's stark vision of young life in
   the 90's inspired by Marillion's album of the same name, which centres
   around a teenage girl (Josie Ayers) who is found wandering in a state of
   amnesia on the Severn Bridge, and her consequent search for her past.

   Although this story bears similarities to actual recorded incidents in the
   history of the Severn Bridge we wish to stress that this is a work of
   fiction.  In addition to the film, this programme includes a thirty minute
   documentary on the making of Brave along with behind the scenes footage.

   WATCH IT LOUD WITH THE LIGHTS OFF"

It was broadcast by a German television channel (RTL+), which has some
German subtitles, but has all the original soundrecordings.

It has also aired (at least) once in the UK, on a program called "Cue
the Music" which was a late night music show on ITV (or HTV).

Tony Wood: 'I remember there being adverts in it) and I think they had cut
some of it. IIRC it was not explicitly listed as "Brave - the movie" but
it was shown in a series of music programs along the lines of "In
Concert" and it was only when you read further in the listing it told
you what it was.'.

The released version is censored, some scenes were rather shocking. In one
scene Steve Hogarth is raping the girl, in another scene a drugs needle is
inserted in her arm. These scenes are cut in the commercial version that is
in the stores, but these scenes still existed in the version that was on
RTL+.