These are the tree most common causes, which are not generating any errors into the Event log (because they are not coming from the admin app):
- Live site is not running on HTTPS (the live site presentation URL uses HTTPS)
- SameSite mode configuration in multi-domain setup
- Browser does not block 3rd-party cookies - check the browser settings. E.g. incognito mode automatically blocks 3rd party cookies.
- Self-signed certificate in the IIS - you need to accept this certificate in your browser or add it as a trusted certificate.