Third-Party Server Redirection on my app cause Login/cookie problem

i am having a issue in login because of 3rd Party Duo-Server which is calling/redirecting to my application after successfull auth.

[Scenario] - : I am Authenticating user using Duo-MFA-Server ,firstly user-enter mail/username and after that enter OTP and then duo-server has myapplication redirectUri->on which it redirect and send the 2 param → duocode ,state and then i just try login by making user on my side . but this 3rd party server redirection causing problem to me because in simple it is working ,can anyone tell me what problem is creating by 3rd party-server-DUO and how can i solve it .

(it is working on the cokkie clean up without it not)