Hi @olegkhorev,
This issue is due to how Chrome handles cookies, specifically around the SameSite and Secure attributes on the cookie. Staring with Chrome version 85, cookies which don’t set SameSite=None and don’t have the Secure flag set will be dropped when loaded across domains.
When loaded through the preview iframe, your demo site is considered cross-domain, so you need to set SameSite=None, set the Secure flag, and serve your demo page over HTTPS.
There’s a discussion of this issue in another thread:
Hopefully this gives you the information you need. We are investigating alternative mechanisms for serving the preview without an iframe, but for now you’ll need to make the above adjustments if you want to keep serving cookies to your demo users.