Well, now I'm confused about the program Cookie, because when I click Remove Non-Favorites, it appears that Favorites are being deleted, too.
I didn't see that in v 5.9.1 (nor have I ever seen it in any version, beta or otherwise); are you seeing it when you remove non-favorites from your Cookie window, or are you using the menu bar option and surmising?
I can't even guess about Gmail, so I suggest that you email Russell about it; he generally responds promptly and helpfully.