Just to provide some closure. I resolved this by copying the same startup.cs on both apps, and adding a machine key to the root Web Config file, in the system.web tag.
I generated the machine key using this url: ASP.NET Machine Key Generator - developer Fusion
Nothing changed from my initial configuration, I just changed the domain names to my domain. And here is the link to the question on StackOverflow Auth0 ASP.Net.Owin SSO Validate cookie cross domain - Stack Overflow