I beleive currently avatars must have a full url in the avatar field to display and we look for that in the user table avatar field
Now I dont have permission to post so I cant say further but your avatar's are probally not stored full url to them in the avatar fields
Your cookies are simply you have the products installed on two separate domains www.domain.com
they must exist both on one domain if you want cookies recognized. I dont beleive SMF has a cookie domain setting.