After the Polish-Soviet War and the Peace of Riga in 1921 he moved back to Poland. In 1930 he finished the Tytus Chałubiński National Gymnasium in Radom and then studied at the Law School of Warsaw University. He graduated in 1934. In 1939, in the wake of the Nazi invasion of Poland, Kossoy fled Warsaw and escaped eastward to Lviv which was taken over by the Soviet Union after the Soviet invasion of Poland. He was hoping to locate his family there and he himself planned on making his way through Romania to France to join the Polish army that was being recreated there. In 1940, he was arrested by the Soviet militia, charged with smuggling watches he was trying to sell to raise money for his family and for travel to France. During interrogation he admitted to having had a higher education and was handed over to the NKVD which charged him with espionage and "counter-revolutionary activity".