With one caveat, see below, there's little or no harm in having both a brush and anode on the shaft. In fact, unless you go with a high end slip ring type brush like the ElectroGuard
Electro-Guard, corrosion and cathodic protection specialists for boats, yachts and small ships. the effectiveness of a standard brush is far from guaranteed. Having tested several different types, if you do go the economy route, the 'copper wand-style carbon brush' offers the best chance for low resistance continuity. The resistance threshold here is quite low, Standards state that the maximum allowable resistance between protected metals and anodes cannot exceed 1 ohm. That's often difficult to achieve with wired systems, much less between a contact and rotating shaft. While the shaft is spinning contact is often good, it's when it stops, and sits idle for days or weeks that resistance often changes.
Brushes can, however, be a double edged sword. If the hull anodes are depleted, the shaft anode will, via the brush, provide protection to
all bonded hardware, until it’s depleted, which will happen quickly. Ultimately, I’d recommend a brush, while ensuring all anodes are maintained.
This article explains a bit more about brushes and how they work with bonding systems
Bonding Systems And Corrosion | | PassageMaker