I had exactly the same problem. It appears the cookies don't actually get added to the request. I am doing some investigation to this, but as an immediate workaround I did the following:
In http.cs I changed the AppendCookies method such that in the foreach loop it did the following:
/*var cookie = new Cookie
{
Name = httpCookie.Name,
Value = httpCookie.Value,
Domain = webRequest.RequestUri.Host
};*/ //Commented out
var cookie = new Cookie(httpCookie.Name, httpCookie.Value, "/"); //Replaced above
Using the constructor of Cookie seemed to make all the difference for me.
As I say, I haven't investigated further, as this worked for me. I will get around to raising an issue and doing a proper fix.
I hope this helps.
Kind Regards
Chris