If you have a HTTP request that does a Set-Cookie for a Cookie with the same name multiple times then it is impossible to retrieve these different values using the:
LOAD RESPONSE_INFO HEADER ON <conid> INTO <cookievar>, WITH "Set-Cookie,<cookiename>"
syntax - you will always just get the value from the first occurrence of the Set-Cookie. This behavior is especially bad because the latest instance in the HTTP headers should override the earlier ones according to the original Netscape spec and the way all tested browsers work.
The only current workaround is to not use the ',WITH "Set-Cookie,<cookiename>"' clause and therefore load all the HTTP headers into a variable that you can parse yourself.
You might also want to talk to your Web application authors about the reasoning for setting the same Cookie multiple times - occasionally it makes sense, mostly it doesn't.
Code should definitely be changed so latest instance is picked up rather than first, but a full solution would require expanding the ',WITH "Set-Cookie,<cookiename>"' clause syntax so that you can further specify which Set Cookie header you are interested in bearing in mind order, path, etc.