Federation does not support the Cookie Provider on current version..
Known Issues for Federation
Please review following document.
Known Issues for Federation
https://techdocs.broadcom.com/us/en/symantec-security-software/identity-security/siteminder/12-8/release-notes/known-issues/known-issues-for-federation.html
Federation Does Not Support the Cookie Provider (172511)
Federation using Web Agent Option Pack or Access Gateway does not support the use of the Cookie Provider for federated configurations.