There are a number of references to Edward J Cooke in the book 'Sligo 1914 - 1921 A Chronicle of Conflict' by Michael Farry which includes the incident at Tubbercurry when the Black and Tans ran riot setting many businesses premises on fire including the premises of E J Cooke, which was burned to the ground, the occupants including up to a dozen workers having to flee for their lives.
A letter has survived dated 5th October 1920 by a witness, Mrs Brigid Gilmartin of Tubbercurry to her daughter in New York giving a graphic account of the terrible night in which she describes the soldiers as "devils let loose from hell". This led to many compensation claims including one for £10,000 by E J Cooke being sent by the Tubbercurry Council to Lloyd George and the military authorities.
I'm sure you will find much more.
Good luck,
J.T.A.