How do you make cookies without vanilla and baking soda?

You can choose one of the many shortbread cookie recipes that do not contain baking soda. You can also substitute baking powder for baking soda; although you would need to reduce the salt and perhaps replace sour milk, buttermilk or lemon juice with ordinary sweet (fresh) milk. Another option would be to make meringues, which do not call for any leavening other than egg whites.