UI authentication problems while using tunnel

We use cloudflare zero trust as VPN. I have WARP client on my laptop, and a cloudflared app installed on the cloud server, which work as gataway, so it’s basically a VPN to our cloud infrastructure.
On one cloud server we have app with web UI, and recently we got a problems, can’t authenticate. But it works perfect without VPN.
This is the error:
Authentication required: handler_send_reauthentication.
Cookie missing or bad. Please login again.
Clearing cookies or changing browsers didn’t helped.
Any clue?

Your application may be directing the user requests to origins which aren’t included in the tunnel. Review the http requests in the browser as well as Zero Trust logs and cloudflared logs to determine of there are obvious requests being blocked or failing.