Tracking Anonymous Users but not Merging with Contacts

Your software
My Mautic version is: 3.3.3
My PHP version is: 7.4

Your problem
My problem is:
I can see that Mautic is tracking anonymous users, however it is not merging them with contacts.

I am sure I have seen this issue before but could not find it.

My setting in WP-Mautic

Is there a way to debug this or fix it ?

These errors are showing in the log:

Steps I have tried to fix the problem:

Hi Mike,
Most of the time it’s an SSL issue. SSL All good?

Hey @joeyk

Yip, all SSL is good. Nothing coming up in error logs or console.

Mautic is sitting on a different domain from site being tracked. So site is and mautic is on

I have however had the same setup even with Mautic tracking multiple sites and not seen this issue

My experience is, that cross domain tracking only works if you have the proper CNAME settings.