Safari not Saving Cookies

iMac18,3

MacOS 10.15

Safari 13.0.2

I am finding that Safari is not retaining cookies on my iMac since the upgrade to Catalina. To be clear, this did not happen before the new OS was released last week.

For example: I open a new Safari session (NOT in private browsing mode) and navigate to eBay. The autofill passwords function offers to fill in my username and password which I accept. The "keep me signed in" box is checked (and I have tried leaving this checked, and also tried unchecking and rechecking this box). I browse eBay without issues, then close Safari. Immediately reopen Safari, navigate to eBay.....username and password are required again.

I have tried deleting ALL cookies from Safari preferences and clearing the cache through the develop menu but these make no difference.

I can't see anything else in Safari preferences or System Preferences that might be causing this, so any help would be really useful.

Thanks in advance