Cookie is not persisted across subdomains

I have this react code

const subdomain = boxConfig.domain.includes('stage') ? '.stage' : '';

return (
 <Auth0Provider
      domain={import.meta.env.VITE_AUTH0_DOMAIN}
      clientId={import.meta.env.VITE_AUTH0_LOGIN_CLIENT_ID}
      useRefreshTokens
      useCookiesForTransactions
      cacheLocation="localstorage"
      cookieDomain={`${subdomain}.myapp.com`}
      onRedirectCallback={onRedirectCallback}
      authorizationParams={{
        audience: `https://${import.meta.env.VITE_AUTH0_DOMAIN}/api/v2/`,
        redirect_uri: window.location.origin,
        scope: 'openid profile offline_access email read:current_user',
        useRefreshTokens: true,
      }}
    >
      <AuthHook>{children}</AuthHook>
</Auth0Provider>
);

This same component is used in two separate apps, one on myapp.com and one in dashboard.myapp.com

When I login in myapp.com, I am currently logged in. However, if I then visit dashboard.myapp.com, I am not logged in - it requires me to log in.

Also, if I log out from one domain, the other domain still remains logged in.

I have already added both domains to Allowed Callback URLs and every other URL setting in Auth0.

Help is appreicated