Currently, when clicking on the lock icon in the URL bar you are able to see connection information and clear the cookies and site data. If you would like to allow a particular site to save cookies though you need to go to the settings and manage them there. I would like for an option to be added to the lock icon to also save the cookies from the currently loaded site.
I would also like for it to be granular so that for example I could allow my browser to save the cookie when I am logging into cloudflare but maybe not any of the google analytics that cloudflare adds. I would love to have my browser set to delete cookies when closing firefox and even when closing each tab with any of the cookies limited to that particular tab even if I have multiple site tabs open while still being able to benefit from the cookies themselves.
Finally I would love to be able to see exactly what is saved in each cookie and to filter the type of data that is able to be saved. For example I would love to allow a site to save a session credential in a cookie on my browser but not allow them to save any tracking or shopping cart content