cookies across sub-domain and https

Our cookies are being set to domain https://www.site.com. In wp-config.php, I added
define('COOKIE_DOMAIN', '.site.com');
but it didn’t have any effect. I found the method session_set_cookie_params that sounds like it might help but I don’t know where to put this in the code. Bluehost is hosting the blog so I’m not even sure if I have access to the files I need.

documentation for session_set_cookie_params:
https://us2.php.net/manual/en/function.session-set-cookie-params.php

I appreciate any help!