This was my challenge and solution:
1 - Backend PHP on api.example.com.
2 - Multiple JS front ends such as one.example.com, two.example.com etc.
3 - Cookies needed to be passed both ways.
4 - AJAX call from multiple front-ends to PHP backend on api.example.com
5 - In PHP, I do not prefer to use $_SERVER["HTTP_ORIGIN"], not always reliable/safe in my opinion (I had some browsers where HTTP-ORIGIN was always empty).
The normal way to do this in PHP with single front end domain is starting PHP code with:
header('Access-Control-Allow-Origin: https://one.example.com');  
header('Access-Control-Allow-Headers: Origin, Content-Type, X-Auth-Token');  
header('Access-Control-Allow-Credentials: true');  
And in JS on one.example.com domain:
jQuery.ajax({
    url: myURL,
    type: "POST",
    xhrFields: {withCredentials: true},
    dataType: "text",
    contentType: "text/xml; charset=\"utf-8\"",
    cache: false,
    headers: "",
    data: myCallJSONStr,
    success: function(myResponse) {.....}
However, this is not workable as I am using multiple subdomains to call my API domain.
And this solution will NOT work as I want to pass on cookies:
header('Access-Control-Allow-Origin: *');  
It conflicts with the pass on cookie setting on the JS site:
xhrFields: {withCredentials: true}
Here is what I did:
1 - use GET parameter to pass the Subdomain.
2 - Hardcode the Main domain in PHP so only (all) Subdomains are allowed.
This is the JS/JQuery AJAX part of my solution:
function getSubDomain(){
    
    let mySubDomain = "";
    
    let myDomain = window.location.host;
    let myArrayParts = myDomain.split(".");
    if (myArrayParts.length == 3){
        mySubDomain = myArrayParts[0];
    }
    
    return mySubDomain;
    
}
And in the AJAX call:
    let mySubDomain = getSubDomain();
    if (mySubDomain != ""){
        myURL += "?source=" + mySubDomain + "&end"; //use & instead of ? if URL already has GET parameters
    }
    
    jQuery.ajax({
        url: myURL,
        type: "POST",
        xhrFields: {withCredentials: true},
        dataType: "text",
        contentType: "text/xml; charset=\"utf-8\"",
        cache: false,
        headers: "",
        data: myCallJSONStr,
        success: function(myResponse) {.....}
Finally, the PHP part:
<?php
$myDomain = "example.com";
$mySubdomain = "";
if (isset($_GET["source"])) {
    $mySubdomain = $_GET["source"].".";
}
$myDomainAllowOrigin = "https://".$mySubdomain.$myDomain;
$myAllowOrigin = "Access-Control-Allow-Origin: ".$myDomainAllowOrigin;
//echo $myAllowOrigin;
header($myAllowOrigin);  
header('Access-Control-Allow-Headers: Origin, Content-Type, X-Auth-Token');  
header('Access-Control-Allow-Credentials: true');
IMPORTANT, don't forget to set the cookies for all subdomains, in this case the domain for the cookie would be: .example.com (so with a dot in front of the main domain):
<?php
    //////////////// GLOBALS /////////////////////////////////
    
    $gCookieDomain = ".example.com";
    $gCookieValidForDays = 90;
    
    //////////////// COOKIE FUNTIONS /////////////////////////////////
    
    function setAPCookie($myCookieName, $myCookieValue, $myHttponly){
        global $gCookieDomain;
        global $gCookieValidForDays;
        
        $myExpires = time()+60*60*24*$gCookieValidForDays;
        setcookie($myCookieName, $myCookieValue, $myExpires, "/", $gCookieDomain, true, $myHttponly);   
        
        return $myExpires;
    }
This solution allows me to call the API on api.example.com from any subdomains on example.com.
NB. for situation where there is only a single calling subdomain, I prefer using .htaccess for setting CORS instead of PHP. Here is an example of .htaccess (linux/apache) for only one.example.com calling api.example.com:
<IfModule mod_headers.c>
    Header set Access-Control-Allow-Origin "https://one.example.com"
    Header set Access-Control-Allow-Headers "Origin, Content-Type, X-Auth-Token"
    Header set Access-Control-Allow-Credentials "true"
</IfModule>
And place this .htaccess in the root of api.example.com.