Interesting! (I searched, even asked on SO, couldn't find any solution for this). So to elaborate: I first store a nonce in cookies as a login session token. Once the code is validated somehow, I unblock it on the backend, and on a first chance also set my main JWT cookie if not yet set. Excellent, that solves it!
P.S. Unless there are some security implications - need to think about it a bit more. Thanks!