the flash data is stored in the macromedia folder of the web browser and if you delete the browser history you also delete the flash data of SDT
Cookie removal is an option. You can disable it, while still removing everything else (content cache, passwords, autocomplete, etc). Obviously this will leave you vulnerable to tracking via malicious SOL files.
One way to avoid that risk is to remove/disable (or simply refrain from installing) any Flash plug-ins within Firefox. When you reach a website (such as crunchyroll) which
forces you to use Flash, switch to Chrome for that specific webpage or task. Chrome stores SOL files in a location which is completely separate from the one used by Firefox (and Adobe Flash Player) so you can full-clear your Chrome history without losing any SDT data.
(characters and favorite clothes)
You can move most of that stuff to disk storage, by setting up
Character Folders. If your SOL files get wiped then the game will revert to default options (for graphics quality, SFX volume, etc) but your character roster will be left intact. If you're very committed to privacy then you could even write a simple
Loader mod which restores your preferred settings at the beginning of each gameplay session. In that scenario, you'd be free to delete the entire
#SharedObjects folder whenever you want; doing so would have no adverse effect on your ability to play SDT.
Please note that there are a few advanced SDT mods (notably
Slave Bazaar) which rely on SOL storage for saved-game stuff (amount of gold earned by the player, corruption progress of the various girls, etc). If you delete SOL files then your progress within that mod will be reset to zero.