bbPress.org

I got it working, I will describe what I did for other users:

First I deleted the bb_meta table from my DB, and also the bb_config.php file. After this I could re-install bbpress fine, including steps 2 and 3. I followed the steps from https://bbpress.org/forums/topic/integrate-wp27-and-bbp10a2 but I left out the include part for the wp file. I also did the cookie settings for both wp and bb.

Now I can use bb and wp just fine. One minor issue, I cannot log out from bb without also logging out from wp.