I've been trying to use the brush too for awhile now although it's not working. For the most part i use presets, and when tring to brush over something to lower exposure and use the overlay to see where it effects nothing shows. I've been trying to research the issue although i've found to my knowledge no one else having this issue. If anyone has ideas to what could be going wrong my ears are open.
Please provide the following info:
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"when trying to brush over something to lower exposure and use the overlay to see where it affects nothing shows."
Make sure Flow and Density are set to 100:
Make sure your overlay colour is different to those in your photo as well as following @johnrellis advice.
Did you verify that Flow and Density are 100?