On Windows 10 x86, latest update, latest Brave build (31/1/2020), I set the option to “Block all cookies”, then reset it to “block cross-site cookies” and when I went back to the option after closing the page, the option had been set to “allow all cookies”
- Set option to “block all cookies”
- Reset to “block only cross-site cookies”
- Close Settings tab
- Open Settings tab, look at result.
Set to “allow all”. I’ve repeated this several times.