how to get cookies from a request to an API?

I am making a request to an endpoint that returns a cookie in the headers, I will use said cookie later in a request that I will pass said cookie as a header. So the steps I need to take are:

1. Make a request to the endpoint that returns the cookie.
2. Make another request to the endpoint where I authenticate with username and password and as header I send the CSRF TOKEN obtained in step 1.
3. I make another request being already authenticated, passing only the Cookie obtained in step 1, said endpoint returns the json that will be the da with which I will work.

What interests me most is being able to obtain the cookie to pass it to the authentication endpoint.
I am currently trying the following to solve the problem in step 1:

let
     vUrlGetCSRFTOKEN = "https://my-domain.com/api/csrf-cookie",
     TokenBaseUrl = Text.Combine({Uri.Parts(vUrlGetCSRFTOKEN)[Scheme],"://",Uri.Parts(vUrlGetCSRFTOKEN)[Host]}),
     TokenRelativePath = Uri.Parts(vUrlGetCSRFTOKEN)[Path],
     TokenQuery = Uri.Parts(vUrlGetCSRFTOKEN)[Query],

     md = Value.Metadata(Web.Contents(vUrlGetCSRFTOKEN, [
            Headers=[Accept="application/json", Connection="keep-alive",              
                     #"Accept-Encoding"="gzip, deflate"],
            IsRetry=true
          ]
))


in
    md

But when looking in the headers I don't see the cookie anywhere.

I have previously replicated all this functionality in postman in the following way:

pm.sendRequest({
    url: 'https://my-domain.com/api/csrf-cookie', //This is Step 1, GET THE COOKIES
    method: 'GET',
    headers:{
        'Accept': 'application/json',  
        'Connection':'keep-alive',
        'User-Agent':  'PostmanRuntime/7.29.0',
        'Accept-Encoding': 'gzip, deflate, br',
    },
}, function (error, response, { cookies }) {
    console.log("GET COOKIE");
    console.log(response);
    console.log(cookies);
    if (!error) {
        pm.environment.set('xsrf-cookie', cookies.get('XSRF-TOKEN'));
        pm.sendRequest({
                        url: 'https://my-domain.com/api/auth',
                        method: 'POST',       
                        header:{                            
                            'X-XSRF-TOKEN': cookies.get('XSRF-TOKEN'),//STEP 2, AUTHENTICATE ME AND PASS THE COOKIE FROM STEP 1
                            'Accept': 'application/json',  
                            'Connection':'keep-alive',
                            'User-Agent':  'PostmanRuntime/7.29.0',
                            'Accept-Encoding': 'gzip, deflate, br',                    
                        },
                        body: {
                            mode: 'formdata',
                            formdata: [{        
                                "key": "email",  
                                "value": "[email protected]",                               
                            },
                            {        
                                "key": "password",
                                "value":"111122333"
                            }]
                        }
                    }, async function(err, res){
                        console.log("RESULT TO LOGIN");
                        console.log(res);                      
                          pm.sendRequest({
                                        url: 'https://my-domain.com/api/get_list', //GET THE DATA TO WORK
                                        method: 'POST',       
                                        header:{                            
                                            'X-XSRF-TOKEN': cookies.get('XSRF-TOKEN'),
                                            'Accept': 'application/json',  
                                            'Connection':'keep-alive',
                                            'User-Agent':  'PostmanRuntime/7.29.0',
                                            'Accept-Encoding': 'gzip, deflate, br'                                                  
                                        },
                                        body:{
                                            mode:'raw',
                                            raw: JSON.stringify(
                                                {
                                                    page: 1,
                                                    pageSize: 50,
                                                    sort: {},
                                                    type: "page"
                                                }
                                            )
                                        } 
                                    }, async function(err, res){
                                        console.log("RESULT PBI RESPONSE");
                                        console.log(res);
                                    });
                      
                    });
                       
    }
})

Thank you !