UA does not fly BRU-ZAG, so you must be connecting to another airline. But, as with all international travel, you should check TIMATIC for your specific circumstances, which will include your nationality, residences and may include your recent travel in other jurisdictions.
Those restrictions may change on short notice, so it is also important to keep checking them. As it stands, your vaccination status is not relevant, but Belgium will not require a Covid test for an airside transit to ZAG.