When you services from a Website A by using a frameset or portal on Web site B, cookies that Web site A attempts to set may be blocked by the default Medium privacy level.
The Medium privacy setting blocks third-party cookies that do NOT have a compact policy or third-party cookies that have a compact policy that specifies that personally identifiable information is used without your implicit consent.
The only safe workaround is to directly connect to Web site A.
NOTE: I don't recommend setting your privacy level to Low.
NOTE: I don't recommend using the Advanced button on the Privacy tab to Override automatic cookie handling and accepting all cookies.