Changes based on Sinn3r's feedback

A bucket-load of changes!

- Added a fallback for if there is no Set-Cookie header
- Added a check if the cookie we produce is simply empty, meaning we
failed something :(
- Removed use of flatten. Though I may look into making that extraction
better
- Changed cgi requests to use vars_(post|get)
- Clarified a few status prints
- A few EOL space fixes