A while ago I updated my SBC servers and installed IE11 on Server 2008R2. Having WM2014 on my lab servers to maintain my user settings across the SBC servers, I started to notice that my cookies aren't being roamed.
Until recently I saw a posting on twitter that the issue is supposed to be solved with a solution at RESguru.
It comes down to the following:
Since IE10 the webcacheV01.dat file is introduced (located at localappdata\microsoft\windows\WebCache), this file needs to be saved, included with the cookie files, cookies are stored in appdata\microsoft\Windows\Cookies on Server 2008R2 and Windows 7. On Win8/server 2012R2 and up cookies are stored in localappdata\microsoft\windows\INetCookies.
Both the cookies and webcacheV01 file have to roam with the user and that is where the solution on RESguru comes in. All credits go to mr Rob Aarts for the solution, the whole deal is explained in the posting on RESguru.