The reason I was asking about the cookie was some of my users were seeing really odd behaviour (and I saw it myself too).
If I clicked a link to a specific page from an email or Discord, that tried to access the value of the cookie it would fail, and when I inspected the page, the cookie wasn't present, none of the IPS ones were.
However, type the same link in and it worked fine. It wasn't a case of the cookie being set by the visit from Discord because I could click the link again and see the same thing.
I had a hunch it was down to the way the cookies were being loaded, I didn't know if the browser would load any stored cookies before making the initial call. It should, but it was the only scenario I could think of where they wouldn't be available.
I had a bit of a shuffle round with where in the lifecycle the cookie is accessed by my app (VueJS & NuxtJS based) and the issue seems to have gone away, but because I don't know the cause of the issue I'm not 100% sure it's properly fixed.