Wow, thank you, you are a lifesaver. Just one note, this has to be excluded, because it removes extensions settings:
FileKey2=%LocalAppData%\Yandex\YandexBrowser\User Data\*\Local Storage|*.localstorage*
I would also like to know, is it possible to make cookie exceptions?
EDIT: Nevermind, I installed Vanilla Cookie Manager, it does a great job removing unwanted cookies. Thanks for everything.