I have the same issue.
The new cookie checkbox is not enabled by default, breaking some functionality, like acknowledging the comment is moderated.
(Settings, Discussion, Show Comments Cookies Opt-in Checkbox. )
After it’s turned on, people need to be asked to check the box so the form behaves correctly. I’d like to add a message accordingly.
I’ve seen a JS solution but it doidn’t work in the custom JS box. The other solutions to add text require editing the Comments.PHP. The Theme turns off access to the Editor. (I’m using Mantra)
Suggestions?