OWIN External Cookie disappearing

Question

Intermittently our External authentication cookies are not returning. We are using

1. OWIN as the middleware layer
2. .Net 4.62
3. SessionState
4. Systain SAML
5. 2 IIS Web Servers

The following links refer to what I believe the problem is

http://appetere.com/post/owinresponse-cookies-not-set-when-remove-an-httpresponse-cookie

ASP.NET_SessionId + OWIN Cookies do not send to browser

I've tried setting the session as follows Session["Workaround"] = 0;

We initialize the Cookie as follows

public void ConfigureAuth(IAppBuilder app) 
{ 
    app.UseExternalSignInCookie("ExternalCookie");
    ...etc

On the callback we get the result as follows

AuthenticateResult authenticateResult = await this.AuthenticationManager.AuthenticateAsync("ExternalCookie");

I'd like to try using the following mentioned in the links above to resolve it OnSendingHeaders(state => {... but I'm unsure of how to implement it