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That said
Contrasting Statement
Use 'that said' to contrast with what you've just mentioned, showing a different perspective or unexpected point. 
Softening Disagreement
Apply 'that said' to soften the blow when you disagree or point out a downside, making your criticism sound less harsh. 
Change of Direction
'That said' is a signal that you're about to change direction in your argument or add a caveat to your previous statement. 