When I set a breakpoint in my server application and make a request to the paused endpoint with Chrome, cookies are not shown in the request while the debugger is sitting on it.
From: https://bugs.chromium.org/p/chromium/issues/detail?id=294891:
Headers displayed for pending requests are provisional. They represent what request was sent from Blink to Chromium.
We do not update headers until server responds to avoid additional notification used only by DevTools.
To watch real network activity you can use chrome://net-internals