Make sure you use "Delete cookies and site data when Firefox is closed" and not "Clear history when Firefox closes" to clear the cookies as the latter doesn't honor exceptions. Also make sure you keep the Site Preferences as clearing the SP includes exceptions.

You can use these steps to make a website recognize and remember you.

• create a cookie allow exception with the proper protocol (https:// or http://) to make a website remember you

You can check that you aren't clearing important cookies.

• using "Delete cookies and site data when Firefox is closed" keeps cookies with an allow exception
• using "Clear history when Firefox closes" to clear cookies clears all cookies including cookies with an allow exception you may want to keep
• clearing "Site Preferences" clears exceptions for cookies, images, pop-up windows, and software installation and exceptions for passwords and other website specific data

• Settings -> Privacy & Security
  Cookies and Site Data: "Manage Exceptions"
• Settings -> Privacy & Security
  Firefox will: "Use custom settings for history":
  [X] "Clear history when Firefox closes" -> Settings

Thanks again for your help.