@sbraschos to bypass the cookie consent window within VEC, I would suggest opening a new tab in your browser and then visit that URL there first. Accept the cookies and then try again accessing the page in Target VEC. For example: if I need to access page "abc.com" within VEC then first I will visit this page in a different tab, accept cookies and then try accessing this page within VEC.
In regards to your question: "how to find out the cookie name and domain ?". You simply need to access the URL in a browser and then open the browser developer console > Select Application >then select the cookie and there you will see the name and Domain value.