Hi @Pastorella Fabio,
Based on your description, you can use "CookiesSessionOnlyForUrls" policy. You can define a URL pattern and then clear the URL's cookies when the session (window) is closed. For more detailed information, you can refer to this link: https://learn.microsoft.com/en-us/deployedge/microsoft-edge-policies#cookiessessiononlyforurls.
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Best regards,
Jinxin Wang