If a password request appears after sending the Cookie Box, check whether you have blocked the WP admin folder (/wp-admin/) via http-auth (htaccess directory protection). The admin-ajax.php is essential for the communication between front- and backend via AJAX.
If you would like to use password protection you must at least exclude admin-ajax.php from the password query. To do this, add the following line to your .htaccess in the folder /wp-admin/:
<Files "admin-ajax.php"> Satisfy Any Allow from all </Files>