The setting "Privacy, Search, and Services/Cookies and other site data/Do not clear" is broken
If you Add [*.]randomsite.com and select "Include third party cookies," the entry will not persist. The entry will only persist if you do not select "Include third party cookies" Also, you cannot Remove an entry [*.]otherrandomsite.com. TL;dr "Do not clear" is broken and buggy on the Mac and Windows Canary channel 93.0.914.0