Script to Enable "Ask me before allowing new sites to save information to this computer"

The facilities available through HTML5 has long since supplanted Flash as the best way to track user behavior.  If you're trying to accomplish better privacy, attempting to lock Flash Player's local shared object access down isn't going to improve your situation in any meaningful way.  I've posted long responses to other threads that cite academic sources, etc., which you can find through my posting history if you're interested in the gory details.

That said, there are a number of options for controlling Flash Player's privacy behaviors.  From an administrative perspective (since you're asking about registry entries and scripts), there are a bunch of option available to you, and they're detailed thoroughly here: Adobe Flash Player Administration Guide for Flash Player | Adobe Developer Connection

You might also find the following articles useful:

Your privacy and Adobe Flash Player | Adobe Developer Connection​

Private browsing in Flash Player 10.1 | Adobe Developer Connection