What cookies are doing on this site
A cookie is a small text file the browser stores for a site. Convert Online may use cookies to remember a preference or to understand which pages are used. Cookies are not where your PDF, photo, or video is stored. Those conversions run in the browser and are not uploaded, except for YouTube tools, which send the link and do not keep the download.
You can block or delete cookies in the browser settings. The site will still open. A preference that was stored in a cookie may be forgotten, so a choice you made on a previous visit can reset. That is the tradeoff. Blocking cookies does not make a conversion more private than it already is, because the file was not in the cookie.
Analytics and third parties
If analytics runs, it is there to see which tools are used, not to read your documents. The analytics provider has its own policy. Fonts and icons may load from a third-party network so the page can display. Those requests share the fact that your browser asked for a public file. They do not include the document you convert.
The video and audio converter library also downloads on first use from a public network. That download is code the tool needs in order to run on your device. It is not an upload of your clip. Stay on the tab until it finishes. After that, the conversion itself stays local.
Read the privacy policy for the difference between browser tools, the contact form, and YouTube links. This cookie page is only about the small text the browser may store. If you are on a shared computer, sign out of the browser profile and clear downloads. The site cannot erase a file that stayed on that machine.