As galaxy surveys become more precise and push to smaller scales, the need for accurate covariances beyond the classical Gaussian formula becomes more acute. Here, I investigate the analytical implementation and impact of non-Gaussian covariance terms that I previously derived for galaxy clustering. Braiding covariance is such a class of terms and it gets contribution both from in-survey and super-survey modes. I present an approximation for braiding covariance which speeds up the numerical computation. I show that including braiding covariance is a necessary condition for including other non-Gaussian terms: the in-survey 2-, 3- and 4-halo covariance, which yield covariance matrices with negative eigenvalues if considered on their own. I then quantify the impact on parameter constraints, with forecasts for a Euclid-like survey. Compared to the Gaussian case, braiding and in-survey covariances significantly increase the error bars on cosmological parameters, in particular by 50% for w. The Halo Occupation Distribution (HOD) error bars are also affected between 12% and 39%. Accounting for super-sample covariance (SSC) also increases parameter errors, by 90% for w and between 7% and 64% for HOD. In total, non-Gaussianity increases the error bar on w by 120% (between 15% and 80% for other cosmological parameters), and the error bars on HOD parameters between 17% and 85%. Accounting for the 1-halo trispectrum term on top of SSC is not sufficient for capturing the full non-Gaussian impact: braiding and the rest of in-survey covariance have to be accounted for. Finally, I discuss why the inclusion of non-Gaussianity generally eases up parameter degeneracies, making cosmological constraints more robust to astrophysical uncertainties. The data and a Python notebook reproducing the results and plots of the article are available at url{https://github.com/fabienlacasa/BraidingArticle}. [Abridged]
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