You can't use this function on another site to check the user's status.

You should use Web services

You need to do the following:

on the main domain file where you want to call elgg_is_logged_in, include your autoload.php file from the absolution path of your subdomain.

require_once "path/to/your/subdomain/vendor/autoload.php";
\Elgg\Application::start();

Once you are done with that then you can now call elgg_is_logged_in() from your mail domain.

Make sure the Elgg cookie is set with a subdomain wildcard otherwise request headers will not contain the session cookie.

@ihayredinov What do you think about the general security of the site when using this include?

Obviously this only works as long as things are hosted in the same server. I can't think of any issues with this approach - sharing cookies across subdomains is a normal practice. The only problem that it's an expensive way to check auth status, but that's another question.

...things are hosted in the same server

...it's an expensive way to check auth status

The main points of using this method which I wanted to hear from you. Thanks for your opinion.

Thank you for answers,
Yes, am using the services,
in my expose function I wrote

$path = $_SERVER['DOCUMENT_ROOT'] . "/vendor/autoload.php";
require_once $path;
\Elgg\Application::start();

but result the same:

elgg_is_logged_in();
elgg_get_logged_in_user_entity();

both are empty 

path = $_SERVER['DOCUMENT_ROOT'] . "/vendor/autoload.php";

Where exactly is your autoload.php file. I believe you said that its in a subdomain i.e some other folder right? Is the path correct?

Also in response I see the Elgg cookies, it's alright:

[set-cookie] => Elgg=...

Yes my subdomain in the different directory on the server, subdomain.domain.com, the server just has CNAME with hostname * on this domain name.