Cookie deletes even the sites I've whitelisted. (Emphasis added)
That sounds like where you're going wrong: You can't whitelist an entire website, only individual cookies.
To whitelist an individual cookie, you control-click on it, and then click on "Add to Whitelist"; to save
all cookies from, i.e. whitelist, an entire site you check its "Favorite" box. (The three items in
my Cookie pane that show only one cookie and have their "Favorite" boxes UNchecked are my whitelisted items.)
Hope this helps.