The energetic, vibrational and electronic properties of bromine polyanions intercalated in Double-Walled Carbon Nanotubes (DWCNTs) were investigated by resonance Raman and X-Ray Absorption spectroscopies under high pressure conditions up to values close to 25 GPa. The mechanical resistance of the bromine intercalated DWCNTs is known to be affected by the presence of bromine polyanions, which induces uniaxial constrains in the interstitial regions of DWCNT bundles, thus leading to lower collapse pressure as compared with pristine DWCNTs. An upshift of bromine Raman frequencies concomitant to changes in the local structure of bromine atoms takes place at about 15 GPa, which is the pressure where the studied DWCNT intercalated bundles collapse. This suggests a differentiation of bromine polyanions interaction depending on the local curvature and the arrangement of the collapsed carbon structures. Supported by atomistic calculations, we suggest that those chains of Br$_2^-$ and Br$_5^-$ tend to dissociate to form Br-Br$_3$-Br complexes or elongated Br$_5^-$ polyanions in the interstitial regions of DWCNTs bundles after the nanotube collapse phase transition takes place. Chains of Br$_3^-$ could be found stable even after collapse. Those transitions appears to be reversible.