Firefox 70, Cookie 6.0.4
I've tried resetting Cookie several times as well as granting permissions in different ways (Full Disk Access in System Prefs, Global Access in Cookie prefs, individual folder permissions in Cookie prefs). However, when Cookie tries to clear non-favorite databases, it asks for sandbox permission to access ~/Library/Application Support/Firefox/Profiles/XXXXXXXX.default/storage/default, even though it should already have permission to ~/Library/Application Support/Firefox. It does this every time Cookie clears non-favorite databases and will repeatedly ask for permission each time, depending on how many non-favorite databases there are (eg. there are 3 non-favorite databases, Cookie requests permission to the folder 3 times).

Thank you, works perfectly!

Yup, I double checked my settings and have it set to "Keep until they expire"

It seems as though there was a change in how Firefox handles cookies in Firefox 63. I tested it using a clean install of FF Developer Edition: with FF Dev Edition 62 installed, Cookie has no problem seeing cookies while FF is open. As soon as I upgrade to 63, Cookie can only see cookies when FF is closed.

Firefox 63 beta 12
macOS Mojave 10.14.1 beta

When Firefox is open, Cookie doesn't see any of Firefox's cookies (it shows as Firefox having 0 unique cookies). As soon as I close Firefox, Cookie is able to see all cookies and cleanup properly. Previously, Cookie had no issue with showing cookies while Firefox was open; this seems to be a change in how Firefox handles cookies, but I'm unsure when exactly this change occurred.