[the_Wish]

Alright I figured it out now for my case.

In wp-config.php I had to add both lines

define('COOKIE_DOMAIN', '.domain.com');

define('COOKIEPATH', '/');

as opposed to just

define('COOKIEPATH', '/');

which the WP Plugin suggests to do.

The WP Integration Settings in the bbP Admin section got this part right but not the Plugin Settings in WP.

Anyways it’s working now all the way. Great achievement Sam!