Step 1. This requires 2 domains. We'll call them cart.com and tracking.com.
Step 2. Using IE11, browse over to https://tracking.com/index.php and it should contain this:
<?php setcookie('track_test', 'mytest', time()+60*60*24*365, '/', '.tracking.com'); ?> <p>COOKIE SET</p> <p><a target='_blank' href="https://cart.com/purchase.php">Buy Now</a></p>
Step 4. So, viewing purchase.php should fire https://tracking.com/pixel.php, which looks like so:
<?php file_put_contents('output.txt',var_export($_COOKIE,TRUE),FILE_APPEND); // RETURN FAKE IMAGE RESULT header('Content-type: image/gif'); header('p3p:CP="IDC DSP COR ADM DEVi TAIi PSA PSD IVAi IVDi CONi HIS OUR IND CNT"'); die(base64_decode('R0lGODlhAQABAJAAAP8AAAAAACH5BAUQAAAALAAAAAABAAEAAAICBAEAOw=='));
Now, repeat the process with Chrome and Firefox -- no issues.