Listed together to make it easy to track, and because a developer who could help with one is probably the right person who could help with the other.
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“Sites that can always use cookies” – Clicking the trash can does not work. I’m aware of the workaround, but this is an annoying bug.
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Clearing cookies on exit – No method of making a few specific exceptions. In this case the workaround is outside the browser. Configure Brave not to clear at all and use CCleaner or something similar.