I've been thinking more about how to best do this. The preferred way might be to use the same domain and have an application load balancer like nginx split traffic on the URL path (e.g. /api). This is for two reasons. Firstly, you might not necessarily want to cookie the primary/apex domain and have the cookie shared across all subdomains. You also might not want to do CORS because preflight requests add latency and CORS adds complication.

I don't want to use an extra proxy, it's the wrong architecture design that killed performance.

use an intercepting proxy server with a built-in cache