After some more experimentation this issue does seem to be caused by Site Ground Speed Optimizer. Turning on this setting Option > Reporting > Advanced > “Record clicks synchronously” resolves the issue (and the description of logged in user working vs anonymous user not being logged matches what I was experiencing).
So question remains: are there Site Ground Speed / Security Optimizer settings that could be modified to allow the Pretty Links plugin to record clicks without needing to turn on this setting (or is it best just to accept this workaround)?
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This reply was modified 13 hours, 35 minutes ago by andyl5784.
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This reply was modified 13 hours, 32 minutes ago by andyl5784.