In order to make the other Web Agents to accept the specific cookie created by the Custom SDK Agent, you have to enable in their ACO the following parameters :
Set up Security Zones
You configure SSO security zones using two Agent Configuration Object (ACO) parameters:
SSOZoneName Identifies an Agent's local zone by assigning it a name. The default name is "SM."
SSOTrustedZone Lists zone names that an agent trusts.
A single Web Agent instance supports only one local SSO zone, which you identify using the SSOZoneName parameter. An Agent implicitly trusts its local zone. Multiple zones cannot be named using the same Agent instance.
For SDK Agent, you'll find the description of the function that set it here :
int SM_EXTERN Sm_AgentApi_CreateSSOToken ( const void* pHandle, Sm_AgentApi_Session_t* pSession, long nNumAttributes, Sm_AgentApi_Attribute_t* pTokenAttributes, long* pNumSSOTokenLength, char* lpszSSOToken );
SM_AGENTAPI_ATTR_SSOZONE The designation of the SSO zone name. If you do not specify a zone name, the default is "SM." This value is in the attribute list that is returned by the Sm_AgentApi_DecodeSSOToken method. Any other attribute is ignored.