Paparazzi shots are taken WITHOUT people’s consent!
While for Cosplay, it IS part of cosplaying to be photographed! No one makes a cosplay to wear it in front of the mirror and then put it in the wardrobe again.
You DO need a model release if you are going to use it for commercial purposes (like releasing a book), surely.
For web usage, no you don’t need a release. It’s a consensual thing, based on goodwill. As such, of course, if the person asks the photographer to remove the picture from his/her website, then that should be done.

Started out doing photography at the age of 6 using an uncle's old 1940 kodak brownie box camera. At 15 years of age, I decided to buy my very own 1975 Praktica SLR camera. I now shoot with a Nikon D850. I do unpaid TFP and commercial paid work.