Shotgrid external embed stuck on login

I am trying to create an iframe on our company site to access some specific pages on our company.shotgunstudio.com domain. However, I am stuck on the login page in the iframe.

The iframe first loads the Shotgrid login page with “This ShotGrid Site uses Autodesk Identity. Sign in to enter your credentials”. Clicking sign-in just reloads the page. Clearing all browser cookies and then clicking sign-in leads to the username+password page, then the 2FA page, then back to the login page.

In neither case do I see any API errors in browser console, so I am assuming the credentials get accepted but something breaks with cookies?

The login credentials I used are the same as in the Shotgrid Webapp, and there they work perfectly fine.

I have also made sure to “enable allow embedding in external pages”. Wouldn’t this option automatically fix any and all cookie issues that may occur?

I would appreciate any help with this issue!