highlighting PBJS cookie setting (#2810)

cookies.md

@@ -7,7 +7,7 @@ sidebarType: 0
 
 # Cookie Declaration
 
-Prebid.org may store or retrieve information on your browser in the form of cookies. This information might be about you, your preferences or your device and is mostly used to make the site work as you expect it to. The information does not usually directly identify you, but it can give you a more personalized web experience. Because we respect your right to privacy, you can choose not to allow some types of cookies. However, blocking cookies may impact your experience of the site and the services we are able to offer.
+The docs.prebid.org website may store or retrieve information on your browser in the form of cookies. This information might be about you, your preferences or your device and is mostly used to make the site work as you expect it to. The information does not usually directly identify you, but it can give you a more personalized web experience. Because we respect your right to privacy, you can choose not to allow some types of cookies. However, blocking cookies may impact your experience of the site and the services we are able to offer.
 
 <!-- OneTrust Cookies Settings button start -->
 <a class="optanon-show-settings">Cookie Settings</a>

prebid/prebidjs.md

@@ -58,6 +58,14 @@ in the Core that not every publisher needs. Example modules:
 + Server-to-server testing (the [s2sTest]({{site.baseurl}}/dev-docs/modules/s2sTesting.html) module)
 + ... others
 
+## Cookies and Local Storage
+
+On behalf of publishers or third-parties, Prebid.js may set cookies or local storage in your browser. These are the first party cookies it can set on behalf of publishers, meaning that consent is not checked:
+- prebid.cookieTest - used to verify whether other cookies should be set.
+- _pbjs_userid_consent_data - used to make consent data conveniently available through various modules.
+
+All other cookies and local storage (including those set by Prebid.org-owned modules like [SharedId](/dev-docs/modules/userId.html#shared-id-user-id-submodule)) are subject to privacy regulations such as GDPR.
+
 ## Further Reading
 
 + [Getting Started With Prebid.js](/overview/getting-started.html)