Goals not working in Matomo 3.5.1 after update and GDPR updates


We have a Piwik/Matomo instance running for more than 4 years, using various goals for getting information about user behaviour.
After updating to 3.5.1 and setting GDPR (General Data Protection Regulation) to the current requirements, the goals do not work anymore - i.e. no counting of the visits, etc.

We are pretty sure that the goals are met - so this shouldn’t be the problem.

Does anybody have some idea how to identify the problem?