It blocks all third party scripts by default, allows first party scripts by default, and offers a very intuitive and clean interface for selectively allowing frames, xhr requests, scripts, etc. It has a better UX than uBlock in my experience.

Does ublock allow to block all javascript and cookies by default, and manually whitelist javascript or cookies domain by domain?

In "advanced user" mode it can do this. You can even say things like "yes allow from foo.com but only when I'm visiting bar.com"

I did this for a while but it all got to be too much trouble honestly. Now I just run uBlock in default configuration and also have an /etc/hosts file, and browser set to clear all history and cookies when closed.