Cookie Issue with Varnish

[fred55]

Hi, I am using CWP Pro with a couple of Xenforo and when I enable Apache-Nginx-Varnish, the normal site works great, really fast and no problems with staying logged in but when I go to the xenforo admincp, it just keeps logging me out all the time making it almost impossible to get anything done. It works fine when on Apache-Nginx so must be a varnish issue. Is there anything I can do to rectify as I like the speed with varnish enabled?