Koushik,
The Set-Cookie header is used to set the client cookies once a response is sent back. I believe what you are looking for is the Cookie header so that you are setting the cookie for the request. You can use the context variable to grab the original cookie and augment your additional pieces, or simply replace it.
Also a note that version 7.1 is not longer support as of December 31,2016 and at this time only version 8.x and 9.x are supported. I would recommend that you look to upgrade to the latest to ensure that the product is properly supported.
Sincerely,
Stephen Hughes
Director, CA Support