Hey TheOdorBrander,
It sounds like you're trying to get your AAD proxy to properly perform Single Sign On. There is actually a chart you can follow that is documented here on how to get SSO to work with your intranet application : https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/what-is-single-sign-on#choosing-a-single-sign-on-method
It looks like you most likely want to setup a linked sign on scenario :https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/what-is-single-sign-on#linked-sign-on
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