In older version of their package Chromium 49.0.2623.110 OldCEF4Delphi there was a function to set custom location of the cookies on the disk LCookieManager.SetStoragePath(FCookiePath,False,nil);
but in the newest CEF4Delphi this function is missing, and also the global property cookie disappeared, so is it even possible, has it been depreacated for some reason?
Ok, I've just noticed that they combined cache path with cookies so It satisfies me.