I have added below code snippet (as in Andy Burns Blog https://andrewwburns.com/2016/10/21/secure-your-sitecore-cookies/ ) to secure the Sitecore cookies.
<System.Web> and <httpCookies> set requireSSL:
<httpCookies requireSSL="true" />
<forms> set requireSSL too.
<forms name=".ASPXAUTH" cookieless="UseCookies" requireSSL="true" />