Howdy, Tim! Thanks for joining the Auth0 Community. To ensure that I better understand your situation, the issue that you are experiencing relates to an Angular application that is using the Auth0 SPA SDK to implement user authentication, correct? Have you tried the new Auth0 Angular SDK, yet?
You are on the right track with your research and thank you for sharing your knowledge. Cookies can indeed cause some issues! 
They are so delicious in real life but can be so problematic sometimes in the digital world hehe