Unfortunately, the exception button works differently in regular windows and private windows: * Regular windows: permanent exception is saved * Private window: permanent exceptions are not available That's a bit ironic because most users likely will encounter the shield icon in private windows because they use the Standard content blocking setting. You normally only see the shield icon in regular windows if cookies are being blocked. So currently, the only workaround I can think of is to visit the site in a regular (non-private) window to get the other button. Hopefully someone else will have a cleverer suggestion. ''Note: my Firefox is part of a study that could affect how my content blocking works. I haven't turned that off.''