multisite subdomain can't login in IE reauth=1 (cookies)

Hi, I am experiencing a problem with login in internet explorer – multisite subdomain install.

I have a fresh 3.3 multisite install on a domain, no plugins what-so-ever ce.si

A test user login information is (just a subscriber acc):
user/loginuser
https://ce.si/wp-login.php

I am trying to login with IE 8 (Slovenian version) and it doesn’t work, hovever FF, Chrome, work without problems. I tried also from another computer, IE doesn’t login.

IE changes url to: https://ce.si/wp-login.php?redirect_to=http%3A%2F%2Fce.si%2Fwp-admin%2Fprofile.php&reauth=1
and it doesn’t login. Seems like cookies are not beeing created.

The funny thing is, that if I change in my wp-config.php:

define( ‘SUBDOMAIN_INSTALL’, true );
to
define( ‘SUBDOMAIN_INSTALL’, false );

it starts working (but i want subdomains).

<history of the IE bug>
I have the same problem on a different host on a different domain on an slightly older version of WordPress. As it is very irritating for users, as they are not able to login, I’ve decided to recreate scenario on different host, just to see if it is the host problem, but it looks like it isn’t. As the older site runs on vps on one host, this fresh test version is just on a reseller cpanel based account on different host provider.

DNS:
I have two A records:
*.ce.si 91.185.201.67
ce.si 91.185.201.67

CPANEL subdomains:
domain ce.si and subdomain *.ce.si are routed to folder where wordpress is installed. (basepath)

.htaccess:
RewriteEngine On
RewriteBase /
RewriteRule ^index\.php$ – [L]

# uploaded files
RewriteRule ^files/(.+) wp-includes/ms-files.php?file=$1 [L]

RewriteCond %{REQUEST_FILENAME} -f [OR]
RewriteCond %{REQUEST_FILENAME} -d
RewriteRule ^ – [L]
RewriteRule . index.php [L]

wp-config:
…
…
/** MySQL hostname */
define(‘DB_HOST’, ‘localhost’);

/** Database Charset to use in creating database tables. */
define(‘DB_CHARSET’, ‘utf8’);

/** The Database Collate type. Don’t change this if in doubt. */
define(‘DB_COLLATE’, ”);
…
…
define(‘WP_DEBUG’, false);

define(‘WP_ALLOW_MULTISITE’, true);
define( ‘MULTISITE’, true );
define( ‘SUBDOMAIN_INSTALL’, true );
$base = ‘/’;
define( ‘DOMAIN_CURRENT_SITE’, ‘ce.si’ );
define( ‘PATH_CURRENT_SITE’, ‘/’ );
define( ‘SITE_ID_CURRENT_SITE’, 1 );
define( ‘BLOG_ID_CURRENT_SITE’, 1 );
…
…

I would be super-grateful if someone can point me to the solution.
Please try to login in IE and give me feedback of the version of IE you use and if the login is successfull.