Using fswatch, brew install fswatch, found the cookies were being stored in /Users/Dave/Library/Application Support/SlimerJS/Profiles
. From there, it looks like there is a database that the cookies are being added to. Also, the phantom.addCookie pref didn't work for me, in Wraith we set in JS to use page, so it is page.addCookie. That allows me to set cookies and run slimer, here is the cookie profile I setup in slimer https://dl.dropboxusercontent.com/u/39286148/t94z4zlt.wraith.zip
If you unzip that on your machine, then run it, see if the cookie pref remains and doesn't load on responsive. Not sure of the dir for linux, but if this works, it should work once we find that location.