So that FB post shows up because 4 years ago someone commented that "Theres nothing quite as refreshing as eating a hot dog on a warm winter's day" which has to be a Cobes reference.
All I could find from Filth himself was this interview:
https://www.overdrive.ie/cradle-filth-considered-weird-kids-town-grew-dani-filth/
OD – People that have experienced, or are living with depression/anxiety say that it’s a living hell in its own right and it would seem that Bennington was an example of that.
DANI – I could never do that because every day is another day and little things like the smell of vanilla would make me happy and most importantly, I have a lot of respect for the people that are around me in my life and I wouldn’t want to make anyone unhappy. It would probably make a lot of people happy, but not the people that I care about.
So Filth probably did say something similar in a random Youtube video with 600 views somewhere, and Cobes took it as gospel. But if I have to sift through another 20 min interview with this man, Ill be the one with a shotgun under my chin, hot dogs be damned.