P.S If you decide to resolve your issue by clearing the browsing data for “Site and Shields Settings”, make sure to check the global Shields settings. Unfortunately, there is another known bug that clearing the browsing data for “Site and Shields Settings” resets the global shields settings.
I’m glad to know that the issue is already known, however that doesn’t solve my issue because there is no fix for the issue.
Clearing all exceptions everytime I need to remove just one and add all the other back is not an acceptable solution at all.
So I’m afraid I can’t mark this post as resolved.
This works for me:
go the each of the websites in the list and make sure that shields are up for each site (use the red Brave icon at the right hand end of the address bar)
This removes each of those sites from the list.