Burt suggested two things.
1. What happens if you simply turn off the cookiebanner code? Not authorize cookies in cookiebanner, but turn it off entirely.
2. Try changing the session values in admin, as the current ones don't seem to be working for you.
The only other suggestion I can make is to try a browser with Web Dev Tools. Open the Network tab. Click the link that makes stuff not work. What actually happens? You probably see at least one redirect. Does the domain name change at any time during that process? By change, I mean is it example.com for one page and
www.example.com or shop.example.com for a different one? If so, what causes that change. You can also find out what pages are in the sequence and go through it manually one-by-one to see where you lose the session.
Beyond that, what does cookiebanner say about all this? Is this a common problem? Do they have any way of detecting what cookies they are deleting? Do they log why they delete them? Do they have a debug mode that might give you more information? This is what Burt suggested, that you ask them why their code is making things not work. Maybe they have something that they can tell you.
You haven't posted a link to your store, so it would be hard for us to say what's happening. We can't see.
