Cookies from the Cookie request header are not processed

I am new in scrapy, and I meet some problems which I can not get answer from google, so I post it here:

1 Cookie not work even set in DEFAULT_REQUEST_HEADERS:

DEFAULT_REQUEST_HEADERS = {
    'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8',
    'accept-encoding': 'gzip, deflate, sdch',
    'cache-control': 'no-cache',
    'cookie': 'xx=yy',
    'user-agent': 'Mozilla/5.0 (Windows NT 10.0; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/50.0.2661.94 Safari/537.36'
}

class MySpider(scrapy.Spider):
    def make_requests_from_url(self, url):
        return scrapy.http.Request(url, headers=DEFAULT_REQUEST_HEADERS)

I know the make_requests_from_url will only called once for the start_urls, and in my opinion, the first request will send the cookie I set in the DEFAULT_REQUEST_HEADERS, however it does not.

2 Share settings between spiders.

I have multiple spiders in the project which share most of the settings like RandomAgentMiddleware RandomProxyMiddleware UserAgent DEFAULT_REQUEST_HEADERS and etc, however they are configured inside the settings.py for each spider.

Is it possible to share these settings?

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The COOKIES_ENABLED is set to true.