Setting sessions/cookies from inside hooks (login_failure)

[webswimr]

I'm working on setting either a session variable or a cookie with login failure information, such as number of strikes available or what the failure was.

Two questions:

1) My redirection works, but the code doesn't set my cookie (or a session variable when I tried that). What am I missing? If it's because of a hook error, where can I see these hook errors?

2) Where in $vbulletin is the login failure message stored?

From inside AdminCP -> Plugins & Products -> Add New Plugin, I am adding a plugin with the following settings:

Product: vBulletin
Hook Location: login_failure
Execution Order: 5
Plugin PHP Code:

PHP Code:

setcookie("MyDemoCookie", "MyDemoValue", 0);
header('Location: example.org');
exit;