Although all your cookies will be probably be going to the same proxy for those requests from the same isp, the tcp-ip session will remain the same and it is most likely that you'll still be connected to the same ip which made the initial proxy connection. My thought is possibly that you're misuing global variables here, or that you have name space issues?
Thus the variable which you are setting your cookie value with may not be correctly reset. Just a thought. Fiq