Level 65 and no Cookies for Trials 3 or 4 yet.

I found plenty of cookies for Trials 1 and 2, even AFTER I'd completed them both. I'm on the home stretch of finishing the full Cruel Campaign, and the quests are telling me to go and continue my trials, but I have no Cookie, except for ones that say they give no ascension points.

Either second phase trial cookies need to drop a LOT more, or there should be a way to upgrade a Trial1/Trial2 Cookie into one for Trial3/Trial4.

Also, from what I saw, The Cookies are refunded if you fail. (Or maybe the Djinnya just gives you a cookie if you don't have one? If that's the way it works, why does more than one ever drop?)

"Cookies" are not refunded if you fail. The only one that does is for the very first ascendancy.
Cookie for trial 3 start dropping from monster level 55, while for trial 4 it start at monster level 75.

It is supposed to be a tiny bit rare, you could either buy them from player, or keep grinding. As you progress more, you'll drop more of them.

Upgrading a cookie wouldn't work at all since it's based on the level of the monster that drop it. It's not "tier based"

If it's based on the level of the mob that dropped it, then why do I have lots of Cookies with a level above 55 that still say "doing this won't get you any ascendance points"?