Cross Domain Tracking with Google Tag Manager across three sites

Question

I have three sites across which I need to track traffic in the same Google Analytics account, with the traffic originating from the first one, passing from the second one, and being converted on the third one.

• Site#1 is on domainA.com
• Site#2 is on sub1.domainB.com
• Site#3 is on sub2.domainB.com

I visit Site#1 (example URL: domainA.com/?utm_source=MySource&utm_medium=MyMedium&utm_campaign=MyCampaign) and I click on the element (button) which takes me to Site#2. The URL then becomes sub1.domainB.com/?_gl=[something]&_ga=[someghing else] which basically indicates that cross domain tracking has been set up correctly, and appears to be working. In Analytics I can see that Source, Medium, and Campaign are the same ones as set in the Site#1 url parameters.

On Site#2 I click on yet another element (a different button) and that takes me to Site#3. That page's url now becomes sub2.domainB.com and there are no CDT url parameters present there, which at first glance seems to be correct, as CDT shouldn't care about subdomains, right?

But then I examine the Google Analytics data, and this is when I get confused; Site#1, and Site#2 both seem to share the same Source, Medium, and Campaign data, as set in the original URL. When I navigate to Site#3 however, and place my order there, I am seeing that the Source, Medium, and Campaign are now (direct), (none), and (none), which indicates that the UTM data is lost somewhere along the way.

My current configuration in GTM is the following:

• GTM and Google Analytics fires on all three sites.
• Track Type: Page View (Fires on all pages)
• Enable overriding settings in this tag (Enabled)
• More Settings > Fields to Set > Field Name "allowLinker" : true
• More Settings > Fields to Set > Field Name "cookieDomain" : auto (I've experimented both with and without this field, without much different outcome)
• More Settings > Cross Domain Tracking > Auto Link Domains : domainA.com, domainB.com
• More Settings > Cross Domain Tracking > Decorate Forms: True

Also, in Google Analytics' Property > JS Tracking Info > Referral Exclusion List, I have both domainA.com, and domainB.com listed there.

What is it that I am missing, that would allow me to make Site#3 be aware of the utm_source, utm_medium, and utm_campaign values when the user eventually converts?