Nginx not returned cookie from proxy

I have an authentication server, that return an id Cookie that should be used by the client for the followed request, but the nginx proxy don't return the id cookie to the client over the proxy.

   location /cim/session/api/ {
   proxy_set_header Host $host;
   proxy_set_header X-Real-IP $remote_addr;
   proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
   proxy_set_header X-NginX-Proxy true;
   proxy_set_header Cookie $http_cookie;
   proxy_pass_request_headers      on;
   proxy_pass http://session-server.domain.com:8764/api/;
   proxy_ssl_session_reuse off;
   proxy_cache_bypass $http_upgrade;
   proxy_redirect off;
   content_by_lua_block {
     ngx.req.read_body()
     ngx.req.set_body_data('{ "username":"blabla",  "password":"blabla"}')
   }
   return 201;
 }