Check out the [`wp_cookie_constants()`][1] and [`ms_cookie_constants()`][2] functions, to see available cookies.

Test #1
-------

We can try this in the `wp-config.php` file:

    define( 'COOKIEHASH',           md5( 'http://example.tld' )    );
    define( 'USER_COOKIE',          'wpse_user_'      . COOKIEHASH );
    define( 'PASS_COOKIE',          'wpse_pass_'      . COOKIEHASH );
    define( 'AUTH_COOKIE',          'wpse_'           . COOKIEHASH );
    define( 'SECURE_AUTH_COOKIE',   'wpse_sec_'       . COOKIEHASH );
    define( 'LOGGED_IN_COOKIE',     'wpse_logged_in_' . COOKIEHASH );
    define( 'TEST_COOKIE',          'wpse_test_cookie'             );

where we must adjust the site url `http://example.tld` to our needs.

Test #2
-------

If we want to use the already defined `COOKIEHASH` constant, then it's to early to hook into `muplugins_loaded`. We might therefore try the `registered_taxonomy` hook, but I haven't tested it yet:

    add_action( 'registered_taxonomy', function()
    {
    	if( ! did_action( 'registered_taxonomy' ) && function_exists( 'wpse_cookie_constants' ) )
    		wpse_cookie_constants();
    });
    
    function wpse_cookie_constants()
    {
    	if( ! defined( 'COOKIEHASH' ) )
    		return;
    	
        define( 'USER_COOKIE', 			'wpse_user_'      . COOKIEHASH );
        define( 'PASS_COOKIE', 			'wpse_pass_'      . COOKIEHASH );
	    define( 'AUTH_COOKIE', 			'wpse_'           . COOKIEHASH ); 
        define( 'SECURE_AUTH_COOKIE', 	'wpse_sec_'       . COOKIEHASH );
        define( 'LOGGED_IN_COOKIE', 	'wpse_logged_in_' . COOKIEHASH );
        define( 'TEST_COOKIE', 			'wpse_test_cookie'			   ); 
    }

But I also wonder, as @PieterGoosen, why you need to change it.



  [1]: https://developer.wordpress.org/reference/functions/wp_cookie_constants/
  [2]: https://developer.wordpress.org/reference/functions/ms_cookie_constants/