Adding multiple Set-Cookie Headers in ASP.NET Web
You can use the HttpContext.Current.Response.SetCookie
using System.Web;
HttpCookie foo = new HttpCookie("foo", "true");
HttpContext.Current.Response.Cookies.Add(foo);
HttpCookie bar = new HttpCookie("bar", "true");
HttpContext.Current.Response.Cookies.Add(bar);
This will add multiple set-cookies header in the response.
Edit: also, you should add the
<serviceHostingEnvironment multipleSiteBindingsEnabled="true" aspNetCompatibilityEnabled="true"/>
in your web.config
According to answer on codeplex (http://aspnetwebstack.codeplex.com/workitem/288) this issue is known issue and related to WCF self-hosting and should be fixed by moving to IIS hosting.
This is WCF 4 issue which marked as won't fix.
Found another question with the same outcome WCF 4.0 Cookie Only First is Recorded by Browser.