It's possible that you are getting all the packets, but they aren't all coming in in the correct order. The login server doesn't respond when the client complains about packets being out of order, unlike the actual game servers. I made a post that goes into how to confirm that from a wireshark capture
here (mainly in the later half of the post). Maybe you'll be the first person to actually find that useful...
If that turns out to be the case, I made a tool that sits between the client and the login server and buffers packets from the login server until they are in fact in order before sending them on to the client, as a workaround. That tool was mainly made to work around a linux issue, but it could theoretically help on windows as well, but I haven't actually heard a case where someone found it useful on windows. Anyway, details about that tool, and a link to the source code, can be found
here.