Small improvements

[im-0]

This PR adds:

• option for debug logging;
• more log messages (mostly to see progress when downloading a lot of files);
• option for adding custom cookies.

[realgam3]

Nice improvements :)
Can you do it for the new build?
And add the new arguments to the README.md (or you want me to do it and reference to you)

[realgam3]

This is a reminder....