I have no issue covering the following:
//name, value, path, maxAge, isSecure
Cookie cookie = new Cookie('name', 'value', null, -1, false);
Do you have the test data set up such that the setCookies code will actually get executed? Add in a debug message before it and after it and then see them in the debug log.
Also, I've had the code coverage behave odd at times and I had to click the Compile All Classes link and then the Clear Code Coverage button, before executing the unit test again to get accurate code coverage. You might want to try that.