This is in fact possible to track leads from 1 domain to another, as soon as you own the 2 domains.
It takes some JS dev.
See Sanford Whiteman, he can help on this
You will also want to make sure that the new domain is set as the primary one in Marketo, and the old one is set as an alias.
Greg took the words right out of my mouth! It's totally possible, but you need to budget for a developer. We're moving a client from .com.au and .co.nz domains now to a unified .com.
You'll actually find that lots of sites are doing the equivalent, including Marketo itself, though it is tricky to get right.
Do you mean CNAME or the domain you will use for email?
There are several threads on this.
I believe the cookie issue is something that requires coding.
I mean CNAME. The email sending domains are still up for discussion.