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I'm using Internet Explorer 9 in a "normal" way, i.e. not doing InPrivate browsing, not having it configured to delete cookies on exit etc.
If Internet Explorer is open when my computer shuts down unexpectedly (either as a result of a BSOD or because it is being automatically updated) the next time I start Internet Explorer it seems to have lost many login cookies (i.e. for Facebook etc.)
I did some googling and found a thread on Technet forums describing the problem. User Snowknight26 wrote a detailed analysis of the problem in the thread:
From what I can gather, the index.dat file in the %AppData%\Microsoft\Windows\Cookies directory contains a list of websites and corresponding cookie files. After a successful shutdown, the index.dat file is populated with entries, but after a failed shutdown, those entries are missing.
Further reading his analysis it seems that after a failed shutdown the cookies are present but the index file pointing to these cookies is empty resulting in the cookies not being used.
Is there any solution to this problem?
I don't think there is. I have had the same problem and have ran across many people reporting to Microsoft on the MSDN forums with responses along two lines: Can't reproduce so not a problem OR not fixable. – Matthew Verstraete – 2015-12-01T20:55:03.130