This thread is resolved. Here is a description of the problem and solution.
Problem:translating cookie notice
Solution: you are adding the cookie notice through your Theme Options.
this string is considered an admin string , in order to translate it you have to go to WPML->String Translations -> "Translate texts in admin screens »" -> locate it and add it to String Translations for translation.
the specific string is located under amely_options->cookie_message
i have now add it to your String Translation dashboard by registering it using wpml-config.xml section within WPML->Settings->Custom XML tab
i added the following within the existing xml you have
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