Do you have any other plugins that might conflict with the stylesheet setting the cookie?
What do you see when you load the stylesheet in it’s own window? You should see a blank page.
When you load the stylesheet, does it set a cookie.
Are there an errors in the error log?
Add error_log() calls to the plugin so you know the plugin is being called. See the Php manual for how to use that command. (Google will find it)