If we recorded a script selecting delete cookies and cache then how can I re-run that script without deleting cookies and cache? Would I need to re-record a new script.
When you select the options to delete cache and cookies is to have a fresh new user without any old context. For example, this recordings will contain all the images from your application since they were not in the cache during the recordings.
Now, if you would like to simulate a cache full during the load test, you can configure it in the population and select a "returning user".
The cookies will still remain for the whole virtual user instance duration.