OK, so here's the update: I haven't solved the IE login problem, but I have verified that it IS caused by my blog's DNS settings.
I get nowhere trying to login with IE from the cloaked and webforwarded domain:
http ://www.[cloaked domain]/wp-login.php.
But I have no trouble whatsoever if I log in from a URL that reflects the actual path for the login page on my webserver:
http ://www.[parent domain]/[subdirectory]/wp-login.php.
IE is setting cookies from my blog as if they are coming from the parent domain. But when the same blog tries to access these same cookies, IE steps in the way because it thinks the request is coming from a third-party domain.
This then, is not a WordPress issue. Like most of my web development headaches, it is an IE issue. But I wonder is anyone able to suggest how to fix it? I guess I need to either:
1) find a way to set the cookie from the child domain, rather than the parent domain. (preferable, but likely not possible)
2) find a way to request the cookie from the parent domain -- ideally without using the parent domain in the URL.
Thanks very much!