I can not speak about imported users as that would deal with a product we do not make.
Nor do we really officially support a change in integration. I have tutorials posted and even a script that helps realign userids.
You can change cookie settings in the pp_settings table if they are different than what they should be.
You can also try a clean install of the gallery to verify it works with xenforo as I do know it works fine. I think you will find the gallery works fine with xenforo.
I would suggest your issue has to do with your switching. There but been at least two users whom have switched and have no issues so something is amiss in what your doing.
You need to post a url and test login if you want me to comment further.