I use Cookies with Opera in Mac OS 10.12.6
The settings are that Cookies shall delete all non favourotes when the browser is closed, when Cookies is closed and when the Mac starts.
Wenn I close Opera nothing happens: all the cookies are where they were. When I close Cookies and reopen the program I see: nothing has happened, all the cookies are where they were. When I reboot the Mac I see: Cookies has deleted some cookies, but a lot of them are where they were before.
Or shorter: Cookies 5 does nearly nothing. Is this a bug or a feature?