Checking if cookie exists on HTTP_RESPONSE

If I understood correctly, you want to set the cookie if it isn't found in the request received from the user. What you're actually doing is checking whether it is present in the response being sent back from the server, which, of course, it never is.

You should check for the existence of the cookie in the HTTP_REQUEST event, not HTTP_RESPONSE. What you want is most likely this:

when HTTP_REQUEST {
  set isset [HTTP::cookie exists {trackcookie}]
}
when HTTP_RESPONSE {
  if {$isset == 0} {
    HTTP::cookie insert name {trackcookie} value "[IP::client_addr]-[clock seconds]" path {/} domain {.mydomain.com}
    HTTP::cookie expires {trackcookie} 3000 relative
  }
}