Safari does behave differently from those other browsers. It will only allow cross-origin cookies if they are from the same cookie domain.
So you can get this to work but only if you're in a position to change the URL so that the domains match.
So if you have a website at:
www.mywebsite.com
and the backend at:
backend.mywebsite.com
You can then share the cookie by setting the Domain:
Set-Cookie: my-cookie=value; Domain=mywebsite.com
If the two sites are on totally unrelated domains and you can't change that then I'm not aware of any way to make that work with Safari.
I did a more complete write-up of using cookies with CORS (including the quirks with Safari) at https://cors-errors.info/faq#cdc8