I know there were some problems and it easily could be with forum engine as well.
I recall, I asked someone from Alwil (Igor, Pavel or Vlk, but I think it was Pavel) because I had exactly the same problem. I never had any cookie blocker installed and ZA wasn't installed nor running at that time. I used Sygate back then... No matter I always put a checkmark to stay logged in, it always kicked me out even when I'm logged in and I'm trying to send a PM or new message in forum... many times I had to write everything from the scratch and it was unbelievable annoying. I remember, no one gave me satisfying answer... still I occasionally experience those sudden kick-offs...