Стоит squid 2.3.STABLE3. В конфиге написано:
# By default, all headers are allowed (no anonymizing is
# performed).
#
#anonymize_headers
# TAG: fake_user_agent
# If you filter the User-Agent header with 'anonymize_headers' it
# may cause some Web servers to refuse your request. Use this to
# fake one up. For example:
#
# fake_user_agent Nutscrape/1.0 (CP/M; 8-bit)
# (credit to Paul Southworth pauls@etext.org for this one!)
#
#fake_user_agent none
Эти строки (anonymize_headers) вроде и должны пропускать cookie, но не проходят они.