Computer Configuration > Administrative Templates > Microsoft Edge > Content settings
Both
HKLM\Software\Policies\Microsoft\Edge
Define a list of sites, based on URL patterns, that are allowed to set cookies. URL patterns may be a single URL indicating that the site may use cookies on all top-level sites. Patterns may also be two URLs delimited by a comma. The first specifies the site that should be allowed to use cookies. The second specifies the top-level site that the first value should be applied on. If you use a pair of URLs, the first value in the pair supports * but the second value does not. Using * for the first value indicates that all sites may use cookies when the second URL is the top-level site. If you don't configure this policy, the global default value from the 'DefaultCookiesSetting' (Configure cookies) policy (if set) or the user's personal configuration is used for all sites. See the 'CookiesBlockedForUrls' (Block cookies on specific sites) and 'CookiesSessionOnlyForUrls' (Limit cookies from specific websites to the current session) policies for more information. Note there cannot be conflicting URL patterns set between these three policies: - 'CookiesBlockedForUrls' - CookiesAllowedForUrls - 'CookiesSessionOnlyForUrls' For detailed information about valid url patterns, see https://go.microsoft.com/fwlink/?linkid=2095322. * is not an accepted value for this policy. To allow third-party cookies to be set, specify a pair of URL patterns delimited by a comma. The first value in the pair specifies the third-party site that should be allowed to use cookies. The second value in the pair specifies the top-level site that the first value should be applied on. The first value in the pair supports * but the second value does not. To exclude cookies from being deleted on exit, configure the 'SaveCookiesOnExit' (Save cookies when Microsoft Edge closes) policy. Example value: https://www.contoso.com [*.]contoso.edu https://loaded-as-third-party.fabrikam.com,https://www.contoso.com *,https://www.contoso.com