Betway spyware on my MacBook Pro, how to remove it?

Merely loading the "betway.com" website will deposit that database on a Mac. There is no reason to believe it is anything nefarious. It may simply be required for that website to work.

To remove it, click the button:

... and prevent it from reappearing.

Websites store various data for various reasons. If you want that website to function normally, it may not be possible to prevent that from happening and have the website function properly.

If you are uncertain, configure Privacy (Personvern) as indicated below:

If you do not visit the "betway.com" website or otherwise save it as a favorite or "top site" on your Mac or other devices that run Safari and share your iCloud credentials with it, then the database will no longer appear.

A cookie is nothing to worry about. The most they can do is harmless tracking of your web browsing habits. Such as what sites you visit. But even that is typically limited to the site the cookie came from. You visit a site, it deposits a cookie, the site already knows you were there regardless of the cookie.

Cookies and other website data will be populated from sources other than the obvious open pages and tabs. They include Top Sites, Quick Website Searches, Search Engine Suggestions, Top Hits, Subscribed / Shared links and feeds and others. You need to investigate all of them.