I have the same issue and really need a solution.
As described I have an IFRAME with runs on one sub-domain, e.g. "a.domain.com". From a parent page on domain "b.domain.com" I load a cuteeditor enabled page but the HTML editor is in DISPLAY mode only.
I get a javascript error: Access is denied
Webpage error details
User Agent: Mozilla/4.0 (compatible; MSIE 8.0; Windows NT 5.2; Trident/4.0; .NET CLR 1.1.4322; .NET CLR 2.0.50727; .NET CLR 3.0.4506.2152; .NET CLR 3.5.30729; MS-RTC LM 8; .NET4.0C; .NET4.0E; InfoPath.3)
Timestamp: Tue, 13 Aug 2013 10:29:51 UTC
Message: Access is denied.
Line: 3
Char: 18118
Code: 0
URI: https://a.domain.com/EX_SQLSVC/CuteSoft_Client/CuteEditor/Load.ashx?type=scripts&file=IE_Loader
Should I try to add "document.domain=..." in the ashx file?