JWT token is lost between the login and callback in Cypress

So I have a login page that makes a call to a auth0 service, in a eu.auth0.com domain.

What happens is that the callback sends me back to the login page, and redirect page has jwt_token set as deleted and the PHPSESSID is different:

Can it have anything to do with having local storage from different domains?

Help guys, pleaseeee
Screenshot 2021-05-27 at 11.09.13