Your first statement is true - it is impossible to get / set cookies from other domains.
This cookie list shows what was set when viewing the page, but you must remember that the page includes resources from different places (images and scripts). When a script or image is pulled from another server, it has the ability to set a cookie. Despite the fact that the page on youtube.com caused all these cookies to be set, it only has access to the cookies on your youtube.com website.
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