1. Visit chrome://md-settings/advanced, choose Site Settings > Cookies
2. Change setting to Blocked
3. Add an exception (e.g., open cnn.com in a new tab and choose "Always allow" from the omnibox)

Immediately there are console errors in Settings:

[43018:43018:0329/144748:ERROR:CONSOLE(71)] "Uncaught TypeError: Cannot read property 'origin' of undefined", source: chrome://md-settings/site_settings/site_details_permission.js (71)
[43018:43018:0329/144808:ERROR:CONSOLE(59)] "Uncaught TypeError: Failed to construct 'URL': Invalid URL", source: chrome://md-settings/site_settings/site_details.js (59)

There are errors shown as well when the Advanced page is reloaded or opened in a new tab:

[43018:43018:0329/145032:ERROR:CONSOLE(287)] "Uncaught (in promise) TypeError: Failed to construct 'URL': Invalid URL", source: chrome://md-settings/site_settings/site_list.js (287)
[43018:43018:0329/145032:ERROR:CONSOLE(287)] "Uncaught (in promise) TypeError: Failed to construct 'URL': Invalid URL", source: chrome://md-settings/site_settings/site_list.js (287)

In this case (reloading/opening in a new tab) the exceptions are not listed under Cookies or All Sites.