Hmm, I tried using FF2 and navigating to a few pages using links in the Accordion Menu. From what I can tell the persistence feature works as it should from page to page. Speaking in general though, if you're going from cms.mydomain.com to just www.mydomain.com, the cookie feature won't work from the previous to the next page, since they are considered separate domains entirely.
Regarding defaultexpanded, not sure, as you haven't set one up in your config file (enter one or more indices:
Code:
defaultexpanded: [], //index of content(s) open by default [index1, index2, etc]. [] denotes no content
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