I got it fixed.
I deleted Cookie 5.0.4 with CleanApp and installed version 5.0.5 before I read your last post.
It seems the permissions windows are dimming out the Cookie options in the menubar. I can't access menu options.
Both the beta and the new current version 5.0.4 still asks for permission. Window after window...it does not stop. I have to use Activity Monitor to quit the program.
I'm using El Capitan.