Where do the red (unlucky) cookies come from?

At some point these red cookies started showing up, and their effect on clicking is pretty unlucky, namely I loose billions of cookies or cookie production is halved. What caused them to appear and do they interfere with lucky cookies' appearance?

Believe it or not, those are still golden cookies.

Their graphic is replaced during the Grandmapocalypse - From the purchase of the One Mind upgrade onwards, you have incurred the wrath of the elders. You can subdue their wrath temporarily with an Elder Pledge and eventually form the Elder Covenant to stop their wrath for the long term. When their wrath is at bay, the golden cookies will return to their previous appearance and behaviour.

While the elders' wrath is incurred, golden cookies have their image replaced with the red one, and two negative effects + one positive effect are added to the possible effects of the golden cookies. This change happens more as you further incur the elder wrath by purchasing certain grandmapocalypse upgrades, starting off changing golden cookies 1/3 of the time with One Mind, 2/3 of the time with Communal Brainsweep and finally 100% of the time with Elder Pact. While there is a chance of negative effects, it's at its worst a little over 50% so the red golden cookies are not entirely unlucky. For more on the percentages, this question's answers cover this in detail.

As I said, to return the golden cookies to their previous behaviour, you will need to:

• Make an Elder Pledge which becomes available after you have purchased enough of the grandmapocalypse upgrades (after the purchase of Elder Pact). This will return the previous behaviour for a time. There is an upgrade to make the pledges last twice as long.
• Form the Elder Covenant. After you have made 10 Elder Pledges, the Elder Covenant becomes available for purchase, but its purchase will cost you 5% of your CPS (it will multiply your multiplier by 0.95) in addition to its cookie cost. The elder covenant will stop the wrath of the elders indefinitely. You can revoke the covenant after purchasing it for the same cookie cost.