RestAssured - Cookies are not set for redirected request - redirect

Question

I need to set cookies for redirected request (they are sent from initial request) in RestAssured.
When I’m sending GET for my url - it responds with 302 status code and Set-Cookie header that needs to be set for redirected request. But these cookies are missed from redirected request and I’m getting an auth error.
It successfully works in Postman, but not in REST Assured. Here’s code sample:
given()
.spec(requestSpecWithToken)
.redirects().follow(true)
.config(RestAssured.config().httpClient(httpClientConfig().reuseHttpClientInstance()))
.when()
.get(myEndpoint)
.then()
.statusCode(200); // <— error 400 as no cookies
Also I’ve tried without reuseHttpClientInstance - cookies still not set for redirected request.
Here’s example from http perspective:
Source Request: GET https://example1.com/url-with-redirect
Source Response: 302
Set-Cookie: CookieName1=CookieValue1; Path=/; SameSite=None; Secure
Set-Cookie: CookieName2=CookieValue2; Path=/
location: https://example2.org/target
Redirected Request: GET https://example2.org/target
Redirected Request Cookies: -
Redirected Response: 400
So how can I set cookies for redirected request inside?
Update:
Logs:
Request method: GET
Request URI: https://example1.com/url-with-redirect
Proxy: <none>
Request params: <none>
Query params: <none>
Form params: <none>
Path params: <none>
Headers: Authorization=Bearer [..]
Accept=*/*
Connection=keep-alive
Cookies: <none>
Multiparts: <none>
Body: <none>
[Fatal Error] :1:1: Content is not allowed in prolog.
[Fatal Error] :1:1: Content is not allowed in prolog.
HTTP/1.1 400 Authentication information is not given in the correct format.
Content-Length: 297
Content-Type: application/xml
Server: Microsoft-HTTPAPI/2.0
x-ms-request-id: [..]
Date: Tue, 20 Dec 2022 19:16:27 GMT
<?xml version="1.0" encoding="utf-8"?><Error><Code>InvalidAuthenticationInfo</Code><Message>Authentication information is not given in the correct format.
RequestId:[..]
Time:2022-12-20T19:16:27.9906229Z</Message></Error>