Wow. Nice sleuthing work. More like ghost databases since the data is gone and only a shadow remains. Look forward to the update. Thanks for the help.

I missed an earlier message/question from you: "can you give me an example of one which shows in Safari but not Cookie"
Here are a few of them:

latimes.com
Databases

nytimes.com
Databases

wired.com
Databases

I uninstalled all extensions in Safari. This had no effect on Cookie's ability to delete databases. They are all still there and must be removed manually through Safari. Any Ideas guys? LMK. Thanks for the help.

Update: Outside of the SweetP stuff in the Cookie Websites box. I do find local storage from DuckDuckGo & a Flash related item. I am going to disable the two extensions I use and see if this makes of difference.

This is what i see that is a little out of the ordinary:
safari-extension_co.highly.safari [big file name stuff]
& a Flash related file:
settings.sol

Will see what happens after extension removal from Safari & will let you know.

Here's the odd thing -- In Cookie, under Safari, the databases are not listed at all. Cookie has no sign of them. It is in the Safari Privacy preferences under "Manage Website Data" where they are persistent.

I just wiped them out manually using the Safari method, Quit browser, rebooted machine, launched bunch of normal websites, quit Safari again, launched Safari... and databases are back again. Cookie is doing an amazing job of wiping out everything from that Safari dialog box...except for databases...

Ok. Done - 1) I removed "Never remove Browser Extensions" checkmark 2) Quit Safari, and the data bases were still there when I checked "in Safari" upon reopening. 3) Then I quit Cookie, launched it again, opened Safari, and quit Safari again. I did get the Cookie Notification that the Databases had been deleted, which gave me hope. However, upon opening Safari and taking another look -- data bases were still there, all of them.

Using Cookie v6.0.1 on MacOS V. 10.14.6. Did a full uninstall of Cookie 5.
In Safari, Cookie is set to delete "On Quit" & "On Browser Quit." Cookie.app has also been given Full Disk Access in System Preferences - Security & Privacy/Privacy tab.
Everything is removed properly except for site databases. The databases remain in Safari no mater how many times I quite, reboot machine, et al.
Any help is, of course, appreciated... that's why i logged in here.
Thanks.