How this this work? Wouldn't the same site origin prevent it from reading cookies from other sites? I even have third party cookies disabled but it can still find a lot of cookies from other sites.
I'm guessing something like PhantomJS (other versions of QTWebKit are available) on the server - some of the samples that comes with it shows how to capture all the requests resulting from loading a URL.
We use a server-side solution to mimic a browser (which accepts all cookies, even JS and flash) and parse the results back to our tool.