Did you use Loadrunner's correlations tool or did you do this manually. If you used LoadRunner's correlation tool I would go back and look at the values it correlated. It does not always correlate correctly and suggest you do this manually. I have run into similiar problems using LoadRunner's correlation tool where my script worked for a few days and then stopped because part of the value I was correlating stayed static for a few days and LoadRunner did not catch it.
As for the cookies, it could contain session info, so I generally COMMENT them out until I know they are not need for the application to work. We have and application which creates like four or five cookies. Some of them carry seesion type info and are not required but others are need for the application to work PROPERLY> So either talk to a developer to find out what the cookies do and if they are needed or systematically comment them out and see what happens.