First thing to check is to verify that you are receiving the cookie from the server. Look at your responses in the browser’s developer tools to see if the cookie is in the response, and if it’s identified and created properly.
Also, this appears to be an issue faced by others as well. You might want to see CSRF Cookie is not set with react frontend and
Cookies are not being stored in the browser. Django Backend and react frontend. among others. (Search for react cookie for more threads on this subject.)