Have you tried to examine the $_COOKIE superglobal with something like
<?php
...
var_dump($_COOKIE);
...
If $_COOKIE doesn’t exist or doesn’t contain anything, and if the cookie’s domain and path match the server, the only other thing I can think of is to look at your php configuration.
If the php.ini directive variables_order doesn’t contain a capital "C", then PHP won’t automatically parse the cookies into that superglobal for you.
You can output your php configuration information with