Can't you use the value of the referer header? This should contain the page that you are coming from. You could check the domain and based on that decide where the user comes from. I doubt you want to do this with session variables/cookies.

Obviously the most reliable/foolproof method would be the one you ruled out: using query parameters.

In case you want more information, here you can read up on the referer header: https://developer.mozilla.org/en-US/docs/Web/HTTP/Headers/Referer

Keep in mind anyone can manipulate the value of this header.