@Razielsoulshadow This is how I do it:
In the address bar, open chrome://settings/cookies
(My general settings is set to "Block third-party cookies in in-cognito".)
You will want to have "clear cookies and site data when you close all windows" toggled on.
Scroll down to "Customized Behaviors - Sites that can always use cookies"
Add the sites that you want to store cookies on exit. Ideally, you would want to add the web address that stores your login cookies. For Youtube, for example, I added "accounts.google.com" and "youtube.com" to the list. For Facebook, I think I had to add "[*.]facebook.com".