XF 2.1 Changing site from http to https to avoid the "this site uses cookies" message

Suddenly my installation is showing the message "this site uses cookies" and doesn't let me in until I use the solution provided on another thread (thank you for that!)
The solution was to simply change the URL above in the moment, to https, but how do I make that change permanent?

By the way, I think I'm on 2.1, but don't know where to find that.
 
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