Use AdWords conversion tracking and reporting to measure your results. Have a question about Google Analytics? Post it here, on the Google Analytics Community!
I am trying to track conversions in my Adwords account through my BrainTree Payments account (a PayPal company). Since they use an I-frame, all of the cookies are stripped out once a customer lands back on my website.
What data are you expecting back in cookies? Does BrainTree Payments pass back the amount paid? That's really all you need. The AdWords conversion code works with a 3rd party cookie to Google. Place that code on your "thank you" page, the page where the customer lands back on your site.