It is usefule for the tracking software to examine the "Referer" field in the header, to ascertain the source of the click.
To examine, behind-the-scene action, you can open your browser using "developer tools" option of the browser, which usually can be navigated through menu, or activatd by pressing "F12" key. Reload the page, and on the network tab you can see the list of server calls to connex.net.nz and to the e-commerce server. Here you can check the content of the cookie, your unique ID, Cookie-lifespan etc. To observe the "dumping" of a new cookie, either you can deleted the previous cookies belonging to this site, or open this page in an "incognito" or "private browsing" window.