CORS issue working with DJango Simple SSO - django

Question

I'm using a fork of Django Simple SSO as an authentication mechanism on a Server.
It works great while we use the "standard" way to log in on the server. This means, we just access to the /login path, log in, and then navigate across the restricted paths, etc.
The problem comes when we want to connect to a 3rd server that also relays on SSO auth vía javascript/AJAX without direct access to /login path first.
I've tried to use django-cors-headers but didn't get the expected result.
I'm close to give up so any help is welcome.
The problem
Assume we are logged in on server 1 and auth server and we want a resource on server 2
When the browser is redirected to the Auth Server in order to verify that the browser is logged with a valid user, the cookie header is not transferred.
(See the diagram on button for further details on how Django Simple SSO works)
The headers set by the auth-server on the preflight request are the following:
Access-Control-Allow-Credentials: true
Access-Control-Allow-Headers: accept-encoding, accept, authorization, cookie, content-type, dnt, origin, user-agent, x-csrftoken, x-grafana-org-id, x-dashboard-id, x-panel-id, x-requested-with
Access-Control-Allow-Methods: DELETE, GET, OPTIONS, PATCH, POST, PUT
Access-Control-Allow-Origin: https://server1-domain
Access-Control-Max-Age: 86400
Connection: keep-alive
Content-Length: 0
Content-Type: text/html; charset=utf-8
Date: Fri, 16 Jul 2021 12:14:54 GMT
Server: nginx
Vary: Origin
The headers on the GET request where the following:
Request/Client:
Accept: application/json, text/plain, */*
Accept-Encoding: gzip, deflate, br
Accept-Language: es-ES,es;q=0.9,en-US;q=0.8,en;q=0.7
Connection: keep-alive
Host: auth-server-domain
Origin: https://server1-domain
sec-ch-ua: " Not;A Brand";v="99", "Google Chrome";v="91", "Chromium";v="91"
sec-ch-ua-mobile: ?0
Sec-Fetch-Dest: empty
Sec-Fetch-Mode: cors
Sec-Fetch-Site: same-site
User-Agent: Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/91.0.4472.114 Safari/537.36
x-grafana-org-id: 1
Response/Auth Server:
Access-Control-Allow-Credentials: true
Access-Control-Allow-Origin: https://server1-domain
Connection: keep-alive
Content-Language: es
Content-Length: 0
Content-Type: text/html; charset=utf-8
Date: Fri, 16 Jul 2021 12:14:54 GMT
Location: /error_unauthorized_page
Referrer-Policy: same-origin
Server: nginx
Vary: Accept-Language, Cookie, Origin
X-Content-Type-Options: nosniff
X-Frame-Options: DENY
I think all the headers are correct, but it's clearly there are some error.
On the cookie side, I have tried to play with the SingleSite property, setting it to None and Lax without any change.
The domain set on the cookie browser's memory is "correct" from my point of view as it is .auth-server-domain (note the dot).
I'm using DJango 3.2.5 and Google Chrome as a web browser.
If you have any idea of why cookie is not being send on the auth-server-domain cors requests, I will really appreciate your comments.
If do you think I have missed any piece of relevant information, feel free to ask!
Thank everyone to reach this point and help me!
Appendix:
A simplified schema of how Simple SSO works: