As galaxy surveys become more precise with lower noise and pushing to small non-linear scales, the need for accurate covariances beyond the vanilla Gaussian formula becomes more acute. Here, I investigate the analytical implementation and impact of non-Gaussian covariance terms that I uncovered for the galaxy angular power spectrum (Lacasa 2018). Braiding covariance is such an interesting class of these new terms, that gets contribution both from in-survey and super-survey modes, the latter being hard to calibrate with simulations. I present an approximation to Braiding covariance making it fast to compute numerically. I show that accounting for Braiding covariance is necessary to include other non-Gaussian terms, namely the in-survey 2-, 3-and 4-halo covariance. Indeed the latter quantify coupling between large and small scales, and would yield incorrect covariance matrices with negative eigenvalues, if left alone. I then move to quantify the impact on parameter constraints, with forecasts for a survey with Euclid-like galaxy density and angular scales. Compared with the Gaussian case, Braiding and in-survey covariances significantly increase the error bars on all cosmological parameters of the wCDM model, in particular by 50% for the Dark Energy equation of state w. The error bars on Halo Occupation Distribution (HOD) parameters 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, as one in some current analyses, is not sufficient to capture the full non-Gaussian impact: Braiding and the rest of in-survey covariance have to be accounted for. I finally discuss why the inclusion of non-Gaussianity generally eases up parameter degeneracies, making cosmological constraints more robust to astrophysical uncertainties. Data and a notebook reproducing all plots and results are available at https://github. com/fabienlacasa/BraidingArticle Key words. methods: analytical -large-scale structure of the universe Article number, page 1 of 10