Hi,
URL in shopping process is not changing, because this whole process is ensured by ShoppingCartContent.aspx file which is loading single steps inside itself, so from outside look to URL there's really no change.
If you want to track shopping cart steps, you will have to customize source code of appropriate files in your web site's solution.
To do it, open Visual Studio and in solution explorer choose ~/CMSModules/Ecommerce/Controls/ShoppingCart\
There you can see particular files for appropriate steps of shopping process and their code-behind files, where you can do your customization. For example you can modify Page_Load and make record into database if that step was loaded, so you will be able to see which step in shopping cart process was reached by user.
You can also customize behavior of Previous / Next buttons in that process.
Although you can customize this procedure, there will be always difficult to say, when and where exactly user left shopping process, because he can just close the windows, skip out by clicking some different url on your page etc. This tutorial may be useful for you:
customization of purchase processBest regards,
Ivana Tomanickova