feat: add option to use local storage instead of cookies

[YulianMoreno]

It is an interesting option if you do not need the data in all the requests

[stuyam]

I like this idea, one thing I don't love is that the class is still called Cookie, I would love to either make a more generic name for the classes like DataStore or something or call one Cookie and one Storage and change the code in the build process depending on which one gets loaded or something. Just brainstorming