Website keeps asking me to enable cookies but they are enabled

If a website alleges cookies are being blocked when they are not, it's just a bad guess on the part of the website: it's attempting to store some data on your Mac and it can't, or it can't retrieve that stored data.

There are a number of possibilities for that. Methodically exhaust all the following suggestions, every one, including the links within it and the links within them.

If Safari doesn't open a page or work as expected on your Mac - Apple Support

That is one of the subjects addressed in the embedded links in that document If Safari doesn't open a page or work as expected on your Mac - Apple Support which is the reason I wrote what I wrote.

In and of themselves cookies are harmless and required for many websites, but Safari incorporates that specific feature to make it more difficult for certain privacy-intrusive services to track, follow, and (in many cases) direct your online activity. They do that to put you in a metaphorical box on display to be sold to the highest bidder while feeding you whatever they want for gains they keep to themselves, or sell to others for the same purposes. In other words you are the product being sold.

How much does your bank pay you in exchange for granting them that consideration? I thought so.

Read about that and other Safari privacy features here: Safari Privacy Overview - Apple