Computer Configuration > Administrative Templates > Microsoft Edge > Content settings
Both
HKLM\Software\Policies\Microsoft\Edge
Cookies created by websites that match a URL pattern you define are deleted when the session ends (when the window closes). Cookies created by websites that don't match the pattern are controlled by the 'DefaultCookiesSetting' (Configure cookies) policy (if set) or by the user's personal configuration. This is also the default behavior if you don't configure this policy. You can also use the 'CookiesAllowedForUrls' (Allow cookies on specific sites) and 'CookiesBlockedForUrls' (Block cookies on specific sites) policies to control which websites can create cookies. Note there cannot be conflicting URL patterns set between these three policies: - 'CookiesBlockedForUrls' - 'CookiesAllowedForUrls' - CookiesSessionOnlyForUrls For detailed information on valid url patterns, please see https://go.microsoft.com/fwlink/?linkid=2095322. * is not an accepted value for this policy. If you set the 'RestoreOnStartup' (Action to take on Microsoft Edge startup) policy to restore URLs from previous sessions, this policy is ignored, and cookies are stored permanently for those sites. Example value: https://www.contoso.com [*.]contoso.edu