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Getting an ERROR: Cookies are blocked error when logging in to a site on a different domain?

I am getting the following error:

ERROR: Cookies are blocked or not supported by your browser. You must
enable cookies to use WordPress.

When trying to login to a network site on a different domain with version 5.0.2WordPress.

I can login to the primary site, but when going to the dashbaord of the secondary site it redirects to the login screen on the different domain and gives the cookie error.

Relevant wp-config.php settings:

/* Multisite */
define('WP_ALLOW_MULTISITE', true);
define('MULTISITE', true);
define('SUBDOMAIN_INSTALL', true);
define('DOMAIN_CURRENT_SITE', 'number1.co.za');
define('PATH_CURRENT_SITE', '/');
define('SITE_ID_CURRENT_SITE', 1);
define('BLOG_ID_CURRENT_SITE', 1);

/* MU Domain Mapping */
define( 'SUNRISE', 'on' );

How can I fix this?