Cloudfront doesn't forward cookie to S3

I have a react application uploaded on S3 and node application on Lambda which has endpoints available for only authenticated users. Authentication on React app is done by Cognito, I have hardcoded Google Sign in button. After authentication, user is redirected to S3 endpoint(/Code) which gets the code=... from URL, sends it using Axios to specific Lambda endpoint. From Lambda side when it receives code it gets token from /oauth2/token and sends it back to S3, which sets it as a cookie using universal-cookie package. After this S3 sends every request to Lambda using {credentials: true}

For Cognito authentication to work properly, it needs login Callback url to be HTTPS. I created a Cloudfront distribution to forward requests to S3. So I setup my callback url to be Cloudfront URL. The authentication is done correctly and I can see that cookie is set and is sent in every request:

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But it's not forwarded to S3, I see a request that is sent to Lambda:

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Which doesn't contain the cookie. I changed Cloudfront behaviour:

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But it didn't help. I'm missing some knowledge in Cloudfront. Should I set some other option to forward Cookies to S3?

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