P3P Headers missing in SSO URL

[gracec0505]

Hi,

We are having an issue with our P3P headers not being detected in our
Shibboleth posting URL - https://[our domain]/Shibboleth.sso/SAML2/POST

We are running Shibboleth 2.3.1 and Apache 2.2
We have added the following line to the virtual host in Apache's ssl
configuration file.
Header set P3P "CP=\"IDC DSP COR ADM DEVi TAIi PSA PSD IVAi IVDi CONi HIS
OUR IND CNT\", policyref=\"/w3c/p3p.xml\""

We are able to detect the P3P headers in all pages in the website except
for the ones that are related to Shibboleth  - https://[our
domain]/Shibboleth.sso/SAML2/POST
itself and the configured error pages.

We also have an issue with clients' IFrame application blocking our cookies
because it cannot detect the P3P headers.

Our application works as followed -
Our client has the application in an IFRAME.
It submits an authentication to https://[our domain]/Shibboleth.sso/SAML2/POST
 (No P3P headers detected, cookies blocked by IE)
Once it is validated, they are redirected to our application's home page
https://[our domain]/[indexPage] (We are able to detect P3P headers, no
issues)
I would like to know what I need to do to get the headers set, which
configuration do I need to change in Shibboleth (or Apache).  We are hoping
to set the p3p headers or to have our clients' IE browser not block our
cookies.

All help is greatly appreciated.

Sincerely,
Grace
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