Httprequest cookie is null after REST call to different domain

Question

So Im making a rest call to a Ws I have deployed in a different domain name.

How can I pass over cookie in request if its in a different domain?

Origin: profileUI-sandbox.testServer.com

So this is my ajax call

    Util.ajax({               
            url: "https://profileWS-sandbox.testServer.com/rs/myProfile",
            dataType : CONSTANTS.DATA_TYP_JSON,
            type : 'GET',
            success : success,
            error : error,
            cache: false
        });
    },

In my server side code I have a filter set in my web.xml going to a servlet to read the cookie etc and do some other stuff before redirecting to the Webservice.

public void doFilter(ServletRequest request, ServletResponse response, FilterChain chain) throws ServletException 
{

    HttpServletRequest httpRequest = (HttpServletRequest) request;
    HttpServletResponse httpResponse = (HttpServletResponse) response;


    LOGGER.debug("Adding Access Control Response Headers"); 
    httpResponse.setHeader("Access-Control-Allow-Origin", "*"); 
    httpResponse.setHeader("Content-type", "application/json"); 
    httpResponse.setHeader("Access-Control-Allow-Credentials", "true");
    httpResponse.setHeader("Access-Control-Allow-Methods", "POST, GET, HEAD, OPTIONS");
    httpResponse.setHeader("Access-Control-Allow-Headers", "Origin, Accept, X-Requested-With, Content-Type, Access-Control-Request-Method, Access-Control-Request-Headers");


    try {
        Cookie cookies[] = httpRequest.getCookies();

        LOGGER.debug("Iterating over cookie");
        for(Cookie cookie:cookies)
        {
            LOGGER.debug("cookie.getName():" +  cookie.getName());   
        }

Problem is, my cookie is coming back as null. Im fairly sure this has something to do with the different domains as when I test locally it works fine.

Thoughts?