Hi,
When someone clicks on an affiliate link and is redirected to your website, the HikaShop affiliate plugin takes the parameter of the affiliate in the URL and adds it to the cookies of the browser. It also adds the click in the database at that point.
The browser sends that cookie on all the pages of your website until it expires (1 month after that).
So when you are at the end of the checkout and finish, HikaShop creates the order, calls the plugins and the affiliate plugin takes the cookie with the affiliate information and add the affiiliate commission in the order.
From what I wrote above, you can see that it can't be a problem with the routing on the checkout since the affiliate information is not in the URL after the first page displayed on your website by the person arriving.
And I don't see why the browser wouldn't send the cookie either.
However, the commission is only taken into account AFTER the order's status is changed to "confirmed" after HikaShop is notified by the payment gateway that the payment has been done.
So first, you must make sure that this is the case.