Wget save cookies not working
Solution 1:
Considering you're still using version 1.10.2, you might be experiencing a bug which was fixed in version 1.12, August of 2009. You really should consider upgrading, especially since the newest version is 1.13.4, released near September, 2011.
Anyways... the bug in question is thus: bugGNU Wget - Bugs: bug #26775, Save cookies from non-200 responses, which involves wget NOT saving cookies when it receives a non-200 return error code.
It's quite possible your non-debug requests are being cached or something, or involve a 302-redirect... all of which cause the request to return a non 200 return code. Your debug output DOES show 200-OK codes... did you use the exact same command-line to perform the debug request as when doing the 'normal' request?
Solution 2:
Use --keep-session-cookies
as session cookies are not saved by default