ASP .NET Core cookie authentication not working

Question

After signing in, why am I never authenticated?

I created a custom authorize attribute where I am handling the log in. I also tried putting similar code in middleware. I can't seem to get it working.

My Startup class:

   public void ConfigureServices(IServiceCollection services)
    {
        services.AddAuthentication(CookieAuthenticationDefaults.AuthenticationScheme)
            .AddCookie();

        services.AddTransient<IUserStore<ApplicationUser>, UserStore>();
        services.AddTransient<IRoleStore<ApplicationRole>, RoleStore>();

        services.AddIdentity<ApplicationUser, ApplicationRole>()
            .AddDefaultTokenProviders();

        services.AddRazorPages();
    }

    // This method gets called by the runtime. Use this method to configure the HTTP request pipeline.
    public void Configure(IApplicationBuilder app, IWebHostEnvironment env)
    {
        if (env.IsDevelopment())
        {
            app.UseDeveloperExceptionPage();
        }
        else
        {
            app.UseExceptionHandler("/Error");
            // The default HSTS value is 30 days. You may want to change this for production scenarios, see https://aka.ms/aspnetcore-hsts.
            app.UseHsts();
        }

        app.UseHttpsRedirection();
        app.UseStaticFiles();

        app.UseRouting();

        app.UseAuthentication();
        app.UseAuthorization();

        app.UseEndpoints(endpoints =>
        {
            endpoints.MapRazorPages();
        });
    }

My custom authorization:

[AttributeUsage(AttributeTargets.Class)]
    public class CustomAuthorization : Attribute, IAsyncAuthorizationFilter
    {
        public async Task OnAuthorizationAsync(AuthorizationFilterContext filterContext)
        {
            if (filterContext != null)
            {
                await filterContext.HttpContext.SignOutAsync();

                var validator = new JwtSecurityTokenHandler();

                // get the token from query
                var query = HttpUtility.ParseQueryString(filterContext.HttpContext.Request.QueryString.Value);

                // validate token here

                var isLoggedIn = filterContext.HttpContext.User.Identity.IsAuthenticated;
                if (!isLoggedIn)
                {
                    if (!query.AllKeys.Contains("token") || !validator.CanReadToken(query.Get("token")))
                    {
                        filterContext.HttpContext.Response.Redirect("https://external-login");
                    }
                    else
                    {
                        var identity = new ClaimsIdentity(CookieAuthenticationDefaults.AuthenticationScheme);
                        identity.AddClaim(new Claim(ClaimTypes.Name, "Name"));
                        identity.AddClaim(new Claim(ClaimTypes.Email, "test@test.com"));

                        var principal = new ClaimsPrincipal(identity);

                        await filterContext.HttpContext.SignInAsync(CookieAuthenticationDefaults.AuthenticationScheme, principal);

                        if (filterContext.HttpContext.User.Identity.IsAuthenticated)
                            filterContext.HttpContext.Response.Redirect("/");
                    }
                }

                return;
            }
        }
    }

Which I am using on my index page:

[CustomAuthorization]
public class IndexModel : PageModel