Cookie is not being counted as a pirate for Edwin’s Kingpin’s Bounty ("Repeat for each other Pirate you control) when on the board at the same time. (Murky-Edwin-Cookie on board).
Cookie is a Murloc.
If in the search bar you put Pirate as filter , Cookie just appears becouse he have some sinergy with them , infact his second spell heals only Murlocks and Pirates.
edit: we can talk about which tribe he should be , before last expansion cards was able to have only one tribe , or a tribe called All , and so they put Cookie in the murloc tribe even if he use a pirate hat , but from the last expansion the game now can use multi tribe cards , so yeah they can implement it in mercenaries and mark Cookie Murloc and Pirate.
but right now for the game is only a Murloc
Yeah, notably, those Pirates do not count as members of their races, for instance.
Everyone can be a Pirate in the game if you find a certain treasure (Hostile Takeover), by the way. 
Mercenaries doesn’t have dual minion types like normal hs right now, so he’s stuck only being a murloc.