[Question] Troubleshooting cookies disappearing in redirect to another domain

I'm trying to add a rule to redirect traffic from 127.0.0.1:5001 to my custom domain, which is protected by Cloudflare One.

But I found that the request to my custom domain does not have any cookies, so it is blocked.

My browser is Firefox 118.0.1.

Is there any solution?

Apologize for my poor English.
