A PHP function to check for cookies
It could be slow from all of the location redirects. But I've never done anything like that so I can't be sure.

Is it possible to lazily set the cookies. For instance, set a session and cookie on the first page load. And then, on the second page load check if the cookie is present.

This is how you could check if the page has loaded.

session_start();
$_SESSION['first_load'] = isset($_SESSION['first_load']) ? false : true;

if( !$_SESSION['first_load'] &amp;&amp; isset($_COOKIE['testCookie']) )
  echo 'cookies enabled!'
else
  echo 'no cookies for you!'