How to persist cookie on auto redirect URLs ?

I am using .NET 3.5 Winforms Web Browser control where I am trying to implement SSO for my app. I am getting authenticated successful and receiving all the cookies from the SSO service. When the browser automatically tries to redirect the URL to the app URL, the cookies are dropped or is getting set to empty. Can anyone please let me know how can I preserve the cookie on all the auto re-directs that is happening at the time of login ?

Also, If I try to navigate directly "https://hostserv.com/secureauth799/" page, things are working fine. Somehow "https://webui.na.hostserv.com/" navigation is not working due to cookie drop.

Below is the entire code flow.

***Navigating***
URL: https://webui.na.hostserv.com/
Cookie: NULL
***DocumentCompleted***
URL: https://webui.na.hostserv.com/login
Cookie: SessionID=fs213bfqro4x4ctkjsucwmksis; SecAuthLogin=PUBLIC; PreAuth=8DA8A878328B62D195473A5574B6C5059AF67D2BF9092FE3D7F3BED52CC1173F891C222D4854CA7986DCCEBA240BB28047B8827119C4EB22892F12E139BC3E723892F1C34807F95EA97959FBAC747AB0406861FC25EADF6D0ED13BC164F639876EAB8D5B; SSOToken=D87D4B5812284C94A7B7A195CE8396949673465C04FEBAA70A0965BF2EF7EBA2553FF5AA90F05F47FEE8068987B7704167754D520AB53D7D7D55223D0CD2DA59482F07648486FCF4E872932EF32FE92098722C3F87414E10444EFE91746F6E743369A049D68338E08CABED41C7F07DDA5B83B5C9BFB83F4A26464BEC9DD25A00F96DED69C52A3929BD13BFD879D5A192F8CBED45317E4949EEA91288DA214777A50DF121849F9CEA77DB504F92F939F89C914893; csrfToken=99m2AA09TRwy59vq-jLTY98bg8_QC8reSRqzQDYWmmOE; XSRF-TOKEN=99m2AA09TRwy59vq-jLTY98bg8_QC8reSRqzQDYWmmOE
***Navigating***
URL: https://hostserv.com/secureauth799/
Cookie: SessionID=fs213bfqro4x4ctkjsucwmksis; SecAuthLogin=PUBLIC; PreAuth=8DA8A878328B62D195473A5574B6C5059AF67D2BF9092FE3D7F3BED52CC1173F891C222D4854CA7986DCCEBA240BB28047B8827119C4EB22892F12E139BC3E723892F1C34807F95EA97959FBAC747AB0406861FC25EADF6D0ED13BC164F639876EAB8D5B; SSOToken=D87D4B5812284C94A7B7A195CE8396949673465C04FEBAA70A0965BF2EF7EBA2553FF5AA90F05F47FEE8068987B7704167754D520AB53D7D7D55223D0CD2DA59482F07648486FCF4E872932EF32FE92098722C3F87414E10444EFE91746F6E743369A049D68338E08CABED41C7F07DDA5B83B5C9BFB83F4A26464BEC9DD25A00F96DED69C52A3929BD13BFD879D5A192F8CBED45317E4949EEA91288DA214777A50DF1219238373933939382ixnhdsdy27383922; csrfToken=99m2Axjcid93Rwy59vq-jLTY98bg8_QC8reSRqzQDYWmmOE; XSRF-TOKEN=99m2AA09T827mdxx-jLTY98bg8_QC8reSRqzQDYWmmOE
***DocumentCompleted***
URL: https://hostserv.com/secureauth799/
Cookie: