[Python] add cookie support for authentication in the client

Created by: tomghyselinck

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Description of the PR

This PR fixes the missing APIKey authentication based on HTTP Cookies in Python clients. Fixes #2075 (closed)

I am using this change for quite some time in our local build and it works as expected. When we receive the Set-Cookie header from the OpenAPI server, we update the configuration in the ApiClient.

Authentication works seamless from then on. There no need to set/add the Cookie header ourselves anymore.

TODO

There are some things related to the Cookie authentication which we might include here or add as separate BUG report or PR:

• Add unit tests for cookie authentication (as suggested in https://github.com/OpenAPITools/openapi-generator/issues/2075#issuecomment-462347814)
• Create Issue report and/or PR for incorrect Python-flask unit tests regarding APIKey authentication based on HTTP Cookies.

Please advise what to do with these pending changes.