I don't believe this scenario is supported @Rangu, Shravani , but I think Application Gateway HTTP settings configuration is the documentation you're looking for. The following note in the doc states:
Note
If the attribute SameSite=None is set, it is mandatory that the cookie also contains the Secure flag, and must be sent over HTTPS. If session affinity is required over CORS, you must migrate your workload to HTTPS. Please refer to TLS offload and End-to-End TLS documentation for Application Gateway here – Overview, Configure an application gateway with TLS termination using the Azure portal, Configure end-to-end TLS by using Application Gateway with the portal.
According the doc, you can change SameSite attribute and the cookie name but the cookie has to be sent over HTTPS.