Bonjour madame.  ;-)) You may have to uncheck the cookie box here. see screenshot

Hi thanks for your answer (and your french :-) This is not the exact situation, I would like to keep cookies available on choosen site but clear all other cookies when I close firefox :-(

It appears to me that Firefox either deletes all the cookies or none of them. It doesn't keep certain cookies, but you can set it to allow certain cookies and block others.

Ok I though exceptions was about choosing which cookies to be saved

Thanks

Weird Frirefox has just been updates to 84.0.1 and it seems to work differently I ticked deleted cookies when firefox closes, used exception list to alow cookies, and cookies are deleted when firefix closes EXCEPT those allowed in exceptions list

All the best

If you use "Delete cookies and site data when Firefox is closed" to remove the cookies like in your screenshot then you keep cookies with al allow exception. Only if you use "Clear history when Firefox closes" to clear the cookies then cookies with an allow exception are removed as well.

Current Firefox releases have a "Redirect Tracking Protection" feature to remove third party tracking cookies automatically that might interfere if you do not keep these cookies.