v4.5 was just released and appears to address all of my issues. I'm happy! Thank you, Russell!
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RE: Cookie, Safari and El Capitan
Cookie no longer appears to delete Non-Favorite & Tracking Cookies using the "Remove All Unwanted Safari Data" menu item. I now have to remove each of the above listed items individually. Hope this is something that is addressed in v4.5.
Thanks for any/all help. Love Cookie. Sorry that Apple is making all of us nuts!