I gave CoolPlayer+ v2.19.4 a try.
1. Added it to the PA Platform v12.2.
2. Ran CoolPlayer+ from within the PA Platform.
3. Went to Settings within CoolPlayer+.
4. Surprised to see "Remember Playlist" and "Remember Last Played" both enabled in the settings.
5. Unchecked both items in #4.
6. Closed Settings.
7. Closed CoolPlayer+.
8. Opened CoolPlayer+.
9. Now the skin has been changed to something completely different.
10. Pressing on the change skin button in the new skin results in the error "No Skin File Selected".
Recommendations:
A. By default, have items in #4 unchecked.
B. Fix the bug with the skin changing by itself.