Howdy,
Just ran into this issue as well and it turns out that the problem is that it’s not recognizing the mapping of the alternative domains (in your case: cappermarket.com and capperads.com) to the primary capperwebsites.com.
So it’s trying to send a cookie with the primary domain capperwebsites.com even though you are browsing cappermarket.com. Cross domain cookies don’t work. In other words, I can’t set a cookie for microsoft.com from my local website.
So you need to go into the main network admin -> Settings (left nav) -> Domains .. and then add the domain name. If you are unsure of your “siteid”, you can find that by going into the Network Admin -> Sites and hover over the site in the list without clicking on it — you’ll see in the URL the ID # of the site. E.g. /wp-admin/network/site-info.php?id=7 — the Site ID is 7.
Hope this makes sense and helps, I tried the COOKIE_DOMAIN in the wp-config.php and that didn’t help … this solved the problem.
Here’s a link to an article explaining the same thing, FYI:
https://wpengine.com/support/multisite-how-to-add-new-sites/
