add cookie to VPN session

[yoyo]

hi ,

i am using plug-ins to the connect,disconnect,and auth stages of the openvpn server to authenticate the user
and persist the user data to DB , it's ip for example , so i can know some user is in vpn mode now and treat him accordingly in my own server logic.
we want to change the way we work at put all the user information in a cookie .
the problem is how to keep this cookie in the session context .
is there a way to add the cookie to the response from the vpn server ?

thanks