Fix UMD build & transform cookie CJS build into ESM for ESM build

[eXon]

• The UMD build was crashing because the cookie library is not UMD compatible. This will make sure it gets bundled correctly.
• The cookie library is not ESM compatible until Add ESM build script jshttp/cookie#154 is merged. For now, we will transform the library into ESM within our build process instead of importing something incompatible.