We have a site (www.example.com) which sends users off to a series of third party pages to verify payment details, which we do in an iframe. Initially, a local page from www.example.com is loaded in the iframe, and the user is redirected to the third party URL. Once the third party steps are completed by the user, they are 302 redirected back to a page on our site (www.example.com) within the iframe.
This works in all browsers we've tested except IE 11, where our cookies appear to be lost. We have checked this under both Windows 7 and 8.1, in both desktop and "Metro" modes, and the problem is across all versions.
When a user browses our site we set a session cookie, which is correctly sent to the first-party page that is initially loaded in the iframe. Once the user has gone through some third-party pages in this iframe however, the session cookie isn't sent with the next request.
If we set IE 11's privacy setting to the lowest value, this issue disappears and things work as expected.
All potential solutions I've turned up so far have related to P3P headers. We have a valid and correct P3P header and XML policy file set up, and this problem only occurs in IE 11.
Update: We have a few other cookies set using JS. These are all persisting as expected. The differences are the expiry date (1 year for JS cookies, 1 month for session cookie), the domain (explicitly "example.com" for JS cookies, empty for session cookie) and whether they are "HTTP only" (false for JS cookies, true for session cookie).
I have tried setting all of these options as per the JS cookies for the session cookie, but it made no difference.
Update 2: After more testing I have been unable to create a test case that recreates this problem. Any additional cookies I try testing with in the live code however also appear to be broken, even if they are set with exactly the same code as the JS cookies which work. In short; I've not yet found any pattern to the cookies which work and those which don't.
One potentially interesting thing to note is that the cookies aren't being deleted, they're just not being sent to the final request. If another page is loaded, the cookies magically reappear and are sent; which leads me to believe this is a bug surrounding iframes and P3P.
Update 3 (day 3): IE 11's handling of cookies continues to confound me. The further I travel into Microsoft's labyrinth the more lost I become amongst its shifting walls. And there are ghosts in here. Fragments of half-dreamt security policies that have woven themselves into some ethereal creature, which tracks and taunts me at every move. At first I was frozen, terrified, aghast at the barely fathomable form darting just out of sight, but with every passing hour I gather more comfort from the mere knowledge of its proximity. Could this be the very beast I have been sent here to confront? How could I slay my only companion in such times?