I found temporary solution. See bellow.

public class CookiesChangeModule : IHttpModule
    {
        public void Init(HttpApplication context)
        {
            context.PreSendRequestHeaders += new EventHandler(this.OnPreSendRequestHeaders);
        }

        public void Dispose()
        {
        }

        private void OnPreSendRequestHeaders(object sender, EventArgs e)
        {
            HttpApplication application = (HttpApplication)sender;
            HttpContext context = application.Context;

            foreach (string cookieName in context.Response.Cookies)
            {
                if (cookieName.StartsWith("teacommerce"))
                {
                    HttpCookie cookie = context.Response.Cookies[cookieName];
                    cookie.Domain = ".demosite.local";
                    break;
                }
            }
        }
    }

Thanks for fast response. I thisk it will be fixed soon by TeaCommerce)