I don't follow exactly what you're trying to do. But I can tell you that you're getting "headers already sent" because your echo is before the header() call. But even if you reverse them, I'm not sure that the user will ever see your message.
Seems like someone needs to create some kind of generic web site "front end" that checks for a "I'm allowing cookies" cookie and if it's not found, send the user to a page that lets them choose.
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