Problem: try to log in a subdomain WordPress multisite website and receive below error message:
ERROR: Cookies are blocked or not supported by your browser. You must enable cookies to use WordPress.
Solution: install Setup WordPress Multisite Domain Mapping
and in case you are using Cloudflare, try to add a page rule in Page Rules page:
Disable Security : Security is disabled
Browser Integrity Check : Off
ref: https://wordpress.stackexchange.com/a/331995, https://enterpr1se.info/2014/07/how-to-speed-up-wordpress/7/