On October 6, 2020, he signed with Bakken Bears of Basketligaen.[2] Cosey averaged 16.2 points, 3.4 rebounds and 7.8 assists per game in five games.
On December 4, 2020, Cosey signed with Lavrio of the Greek Basket League, which he partially led to the league finals for the first time and a very successful season overall.[3]
On June 30, 2021, he signed with Semt77 Yalovaspor of the Turkish BSL.[4] In nine games, Cosey averaged 10.7 points, 3.7 assists, and 2.6 rebounds per game.
On November 30, 2021, Cosey signed with Peristeri of the Greek Basket League.[5] In a total of 15 games, he averaged 8.5 points, 1.5 rebounds, 2.7 assists and 0.4 steals, playing around 23 minutes per contest.