Yes! Headers (cookies included) returned by the target website are prefixed with Zr- and included in al our responses.

Zr-Content-Encoding: gzip 
Zr-Content-Type: text/html 
Zr-Cookies: _pxhd=Bq7P4CRaW1B... 
Zr-Final-Url: https://www.example.com/

You could send those cookies in a subsequent request as Custom Headers.

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