I've used add-on cookie managers before, and they are an interesting idea. I wouldn't suggest reinventing the wheel in Orion on a cookie manager, as they are likely more work than meets the eye, and there's plenty available as Firefox/Chrome extensions.
They work quite nicely, and there's even ones in Firefox that are "container-aware" (they show you cookies per-domain, per-container). The plugins run in Orion, but don't currently seem to see cookies.
I think a lot of this comes down to use-cases though - IMO once sessions/containers are in place, the "right" way to keep specific cookies for a specific site would be to put that site into a "session", and use a "private tab" by default. Then you do not need to add specific "always keep this site's cookies" settings - you can just decide whether to erase a given session/container or not.
As a stopgap, there are likely extension APIs that are not implemented, which might help with add-on cookie managers, but I'm not sure they are the "right" way to protect cookies from being deleted - how would Orion "honor" a don't-delete flag set by a third party add-on, and indeed should Orion honor that request (which may violate privacy if the user didn't know about it!)
https://addons.mozilla.org/en-US/firefox/addon/cookie-quick-manager/ as an example of a Firefox cookie manager.