In “clear browsing data” and under the “exit” tab, make sure that only “clear cookies and data” is selected. Maybe one of the other categories deletes your whitelist settings rather than the cookies themselves.
Anyway, glad you solved your issue.
Nope; in “clear browsing data” under the “exit” tab
if only “Cookies and other site data” is checked,
all other boxes are not checked, when I Quit Brave
all cookies are deleted.
That is strange. For me not. Maybe different OS’s. Anyway, it doesn’t matter since you got the function you were looking for 
Brave is up to date
Version 1.52.122 Chromium: 114.0.5735.110 (Official Build) (arm64)
MacOS Ventura 13.3.1 (a)
I assume Brave has a way to dump all config. What is it and I can send it. thanks.