I have the same problem as described here: Forms API: High volume of Direct-Traffic
A large percentage of sources are being attributed to Direct Traffic which doesn't make much sense from our business perspective. We have some embedded forms on our marketing page and a form populated via API on our main app page (all within the same domain) for when the user signs up. All of these are passing cookie info correctly in my testing. Is there any way we can dig further into why we are seeing so many Direct Traffic sources? It is perplexing why a large number of users would go directly to our app login page without any kind of search or even via our marketing site.
We will also sometimes see our marketing site be the First Referring Site for our app site that should be sharing the same tracking information. We have yet to find any kind of connection between the users experiencing any of these problems.