After analyzing this more, I see you went in early in the morning by having done a regular login. The click or the button used, by hitting Enter, would be "Log in". The cookie was never accepted by the browser. So, for a few hours, you worked in anonymous mode. Then, at the time you posted the message, you switched to another browser where the cookies work and you were able to obtain your session.
I will have to block a "Log in" option if the cookie is not recognized. That will help to avoid the confusion. So, by that, you will know right away that the cookies are not working.
So, for sure, cookies are not working on that one. It is supposed to, and tested by many other members. I will also set up a virtual machine with that exact browser so I can take a look around.
In the mean time, I assume you probably checked all that, but I am including a reference link for anyone who might use it:
http://www.tenforums.com/tutorials/6236-microsoft-edge-cookies-allow-block-windows-10-a.html