So what you’re saying is that unless you type the UTMs into the URL yourself, you’re not seeing them? I do not have to do that, they appear correctly by themselves. I am, however, having a problem with Firefox (which I created a separate ticket for). I can only get it to work in Chrome and IE.
I see that this is marked as resolved, but just in case, I’ll offer my insight. My problem with WP Engine ended up being that they needed to exclude UTM parameters from the cache. See here: https://wpengine.com/support/utm-gclid-variables-caching/