do you have all the scripts installed?
~/Library/Application Scripts/com.sweetpproductions.Cookie5/
Cookie v5.2+ needs a script named:
clearSafariCache.sh

in the Application Scripts Folder there should be 3 scripts:
clearSafariCache.sh
clearSafariHistory.sh
clearCookies.sh

if you have Safari Technology Preview Installed, you should also have these 2 scripts:
clearSafariTPCache.sh
clearSafariTPHistory.sh