If it's not working enable debug mode and maximum error reporting in Joomla global configuration then enabled debugging under the Parameters tab of your auto action. This will ensure any errors that maybe happening will output. CB Auto Actions will suppress errors if debugging is not enabled to avoid crippling sites due to bad use cases.
I don't see anything wrong with your code usage though, but if the cookies aren't deleting then you probably need to set the path in the setcookie usages. Example as follows.
Code:
setcookie( 'COOKIE_NAME', null, ( time() - ( 3600 * 16 ) ), '/' );
Could also be an interrupt situation. For example if you've a Redirect auto action on that same trigger happening before your cookie delete auto action then your cookie delete auto action will never fire as you're interrupting the process.