PHP 4.0b1 compiled inside Apache 1.3.6 + OpenSSL 0.9.3a + mod_ssl 2.3.6-1.3.6
Netscape Communicator 4.61 Professional/Win98

configure --with-apache=../apache_1.3.6 --enable-track-vars --with-mysql=/usr/local/mysql --with-gd=../gd1.3 --with-zlib --with-dbase --with-filepro --with-snmp=/usr --with-bc-math --with-config-file-path=/apache/conf

(apache installed at /apache)

*****
<?
setcookie("cookie_one","john",0,"/");
setcookie("cookie_two","doe",0,"/");
header("Location: start.html");
exit;
?>
*****

Just the second cookie gets set, the first one does a vanishing act.