OIDC login fails with 'Correlation failed' - 'cookie not found' while cookie is present

I'm using IdentityServer 4 to provide authentication and autorisation for my web app, using an external login provider (Microsoft).

This works fine when I run both IdentityServer and my web app locally. However, when I publish the Identityserver project to Azure, it no longer works.

When I connect my locally running web app to the published IdentityServer, after returning from the Microsoft login page, the web app fails with the error 'Correlation failed. unknown location'.

The output from the web app shows:

Microsoft.AspNetCore.Authentication.OpenIdConnect.OpenIdConnectHandler: 
Warning: '.AspNetCore.Correlation.oidc.xxxxxxxxxxxxxxxxxxx' cookie not found.

Microsoft.AspNetCore.Authentication.OpenIdConnect.OpenIdConnectHandler: 
Information: Error from RemoteAuthentication: Correlation failed..

However, when I check my browser, a cookie with the exact name '.AspNetCore.Correlation.oidc.xxxxxxxxxxxxxxxxxxx' does exist..

Here's the startup.cs from the web app:

public class Startup
{
    public Startup(IConfiguration configuration)
    {
        Configuration = configuration;
    }

    public IConfiguration Configuration { get; }

    // This method gets called by the runtime. Use this method to add services to the container.
    public void ConfigureServices(IServiceCollection services)
    {
        services.AddDbContext<ApplicationDbContext>(options => options.UseSqlServer(Configuration.GetConnectionString("DefaultConnection")));
        services
            .AddTransient<ApiService>();



        services.AddAuthentication(options =>
        {
            options.DefaultScheme = "Cookies";
            options.DefaultChallengeScheme = "oidc";
        })
        .AddCookie()
        .AddOpenIdConnect("oidc", options =>
        {
            options.SignInScheme = "Cookies";

            options.Authority = Configuration.GetSection("IdentityServer").GetValue<string>("AuthorityUrl"); 
            //options.RequireHttpsMetadata = true;

            options.ClientId = "mvc";
            options.ClientSecret = "secret";
            options.ResponseType = "code id_token";

            options.SaveTokens = true;
            options.GetClaimsFromUserInfoEndpoint = true;

            options.Scope.Add("api1");
            options.Scope.Add("offline_access");
        });

        services.AddLocalization(options => options.ResourcesPath = "Resources");
        services.Configure<RequestLocalizationOptions>(options =>
        {
            var supportedCultures = new[]
            {
                new CultureInfo("nl-NL"),
                new CultureInfo("en-US")
            };
            options.DefaultRequestCulture = new RequestCulture("nl-NL", "en-US");
            options.SupportedCultures = supportedCultures;
            options.SupportedUICultures = supportedCultures;
        });

        services.AddMvc()
            .AddViewLocalization(LanguageViewLocationExpanderFormat.Suffix)
            .AddDataAnnotationsLocalization();

        services.AddMvc(config =>
        {
            var policy = new AuthorizationPolicyBuilder()
                             .RequireAuthenticatedUser()
                             .Build();
            config.Filters.Add(new AuthorizeFilter(policy));
        });

        services.AddMvc().SetCompatibilityVersion(CompatibilityVersion.Version_2_1);
    }

    public void Configure(IApplicationBuilder app, IHostingEnvironment env)
    {
        if (env.IsDevelopment())
        {
            app.UseDeveloperExceptionPage();
        }
        else
        {
            app.UseExceptionHandler("/Home/Error");
            app.UseHsts();
        }

        app.UseAuthentication();
        app.UseHttpsRedirection();
        app.UseStaticFiles();
        app.UseCookiePolicy();

        app.UseMvc(routes =>
        {
            routes.MapRoute(
               name: "areas",
               template: "{area:exists}/{controller}/{action}/{id?}");

            routes.MapRoute(
                name: "default",
                template: "{controller=Home}/{action=Index}/{id?}");
        });
    }
}