I must admit I hadn't heard of them either, but I don't read cookie policies, apart from the ones I've had to translate from time to time, which have never mentioned these. However, just as you can find many French pages with this:

"La durée de vie d'un cookie de connexion est de deux jours, celle d'un cookie d'option d'écran est d'un an."

So you can find many English ones with this:

"Login cookies last for two days, and screen options cookies last for a year."

With fairly rare exceptions it's "screen options cookies", not "screen option cookies". And the pages in question, or at least many of them, are in websites of English-language organisations (mostly UK, as far as I can see). So this expression is clearly original English and not translated.

This one gives a bit of explanation:

"When you log in, we will also set up several cookies to save your login information and your screen display choices. Login cookies last for two days, and screen options cookies last for a year."
https://ssj.org.uk/privacy-policy/