First time I’m hearing about this. A quick search shows this list of companies Muslims are/should boycott, and Costco is not listed. There is also this source I found claiming that while there is a single Costco warehouse in one Israeli city:

“Costco has publicly stated its commitment to a two-state solution to the Israeli-Palestinian conflict, which recognizes the right of both Israelis and Palestinians to self-determination. The company has also expressed its support for the efforts of organizations such as the United Nations Relief and Works Agency for Palestine Refugees in the Near East (UNRWA) to provide humanitarian aid and support to Palestinians.”

If you have some information I’m not seeing, feel free to share.