Hi, thanks for your answer. 
Aha! I now see the difference, I was trying each tag with the demo data and had picked gallery1, which only has 4 images, which make both types look incredibly similar. Choosing a gallery with more than 4 images makes the difference more visible.
Ok. So, I've figured out the GDPR pop-up, but I'm still slightly confused about the CookieConsent tag. I'm testing out the tag by placing it into a page. (home on the demo data installed by default) - If I put:
{{cookieconsent:#000:#f1d600:edgeless:bottom:www.pulsecms.com}}
as a tag into that page, nothing seems to happen. I see no consent bar and if I search for 'www.pulsecms.com' in the page source, it doesn't seem to be there and neither does any javascript or css seem to be being included for the tag. 
Is that as it should be?
Thank you so much for your help!