That cookie is set because I use CloudFlare to help speed up and protect my site. apparently it can't be disabled. I removed Google Analytics from my site a couple of years ago as I thought it was a conflict of interests.

https://support.cloudflare.com/hc/en-us/articles/200170156-What-does-the-CloudFlare-cfduid-cookie-do-

Using 4.6 Within the last months I get massive amounts of cookies in private browsing mode. I'm constantly removing them. This never happened before with cookie. Its as if cookie doesn't exist. Running Yosemite on a Macbook Pro 2016