勇敢 means 'brave' or 'heroic' and is more about valor in the face of danger, whereas 豪胆 focuses on a bold, unflinching temperament.
Etymology
Compound of 豪 (ごう, 'magnificent, heroic') and 胆 (たん, 'gallbladder, courage'). The combination conveys a spirit of fearless boldness. The alternate form 剛胆 uses 剛 (ごう, 'sturdy, firm') with a similar meaning.