IIRC NewPipe just scrapes the YT website, it doesn't persist Youtube-specific cookies between interfaces and actions. It's doing the equivalent of performing each action in a blank slate incognito/private window AFAIK.
Only cookies I've seen discussed are recaptcha cookies, which can be cleared in the settings (Settings -> History and Cache -> Clear recapcha cookies) however no cookies of this type are stored unless you have actually solved a captcha in NewPipe