Add failing test case for #1228
Use session cookies when following redirects

When a redirect was followed, only the cookies set by the initial
response were used in the follow-up request. Fixes #1228.
Do not pass cookies to resolve_redirects

SessionRedirectMixin is extending Session, so we can just use
self.cookies.
Merge pull request #1239 from miikka/fix-issue-1228

Use session cookies when following redirects