Unable to save cookies for specific websites

Hi. I tried to log in to my new bank website today and it's asking me, each and every time, to fill out the pass code it has sent to my email. I went in to settings on Firefox and added the website as an exception so that the cookies for that website aren't deleted and, lo and behold, when I try to log in, again the bank website is challenging it as a new device and sending me a one-time code! So, for some reason, it hasn't saved, or at least not registered, the fact that this should be a safe website where cookies are saved! I'm trying to copy and paste the list of exceptions to show you but it's not allowing me to copy and paste them. Can you please clarify how I can add these cookies so that the website doesn't see my desktop as a new computer each and every time I log in to my account on my desktop?