I have heard that ebay suffered a security breach back in march/ april 2017 - eek I missed that - have you any details?
Cookies are generally pretty harmless in and of themselves, as I understand it. They do store data, and I suppose that if any villain obtained access to one's computer, they could get hold of those data - assuming they could make sense of it.
Must say, I've not found the cookie you mention - perhaps I should try a little harder!
I'm more concerned about the idea of a cookie that "cannot be deleted." Surely that would contravene all sorts of privacy-related legislation in all sorts of places?
You might try clearing local storage ("cache" if Safari uses that term) and see whether that shifts it. I seem to recall that Apple products don't support Flash Player, which is one of the Usual Suspects if cookies appear hard to shift - unscrupulous sites simply set cookies in Flash's folders, using them to recreate HTML cookies which users delete or block.
Presumably you do block third party cookies already.