You can use --sudoloop option with your normal update command and paru/yay will ensure the terminal session remains authenticated until the command has ended. For example:

paru -Syu --sudoloop

This way, after long builds, paru/yay won't have to wait for you to enter the sudo pass, or timeout and thus fail to install the built packages. This was something that really annoyed me as someone new to Linux/Arch.