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For a discussion of "Sheaf cohomology wih compact supports over any topological space" you may want to look up "Sheaf theory - Breadon" and " Sheaves in topology-A.Dimca". It should be noted that: Etale cohomology with compact support requires the existence of proper embedding (one shows that result is independent of a chosen embedding), so it is not a straightforward generalization of "Sheaf cohomology wih compact supports" to the etale site.